+43.6%
DE vs WU
-9.1%
+52.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.6% | -3.5% | +0.9% | -2.1% |
| 30D | +9.0% | -2.9% | +12.0% | +9.4% |
| 3M | +19.1% | -2.3% | +21.4% | +19.2% |
| 6M | +14.4% | -25.4% | +39.8% | +17.4% |
| YTD | +45.9% | -21.2% | +67.1% | +49.0% |
| 1Y | +43.6% | -8.9% | +52.5% | +45.5% |
| All | +43.6% | -9.1% | +52.7% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling