+292.9%
DD vs WU
-22.9%
+315.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | +6.7% | -5.3% | +12.0% | +9.5% |
| 30D | +19.4% | +9.0% | +10.4% | +13.8% |
| 3M | +7.6% | -3.6% | +11.2% | +8.4% |
| 6M | +2.9% | -19.4% | +22.3% | +10.8% |
| YTD | +29.9% | -21.7% | +51.6% | +40.8% |
| 1Y | +28.6% | -16.1% | +44.8% | +34.4% |
| 3Y | +90.0% | -24.1% | +114.1% | +102.5% |
| 5Y | +68.1% | -44.1% | +112.3% | +102.8% |
| 10Y | +98.7% | -39.6% | +138.3% | +123.6% |
| All | +292.9% | -22.9% | +315.8% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling