+75.9%
DE vs WU
-28.7%
+104.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.6% | -3.5% | +0.9% | -1.7% |
| 30D | +9.0% | -2.9% | +12.0% | +9.8% |
| 3M | +19.1% | -2.3% | +21.4% | +18.5% |
| 6M | +14.4% | -25.4% | +39.8% | +22.7% |
| YTD | +45.9% | -21.2% | +67.1% | +53.6% |
| 1Y | +43.6% | -8.9% | +52.5% | +43.1% |
| 3Y | +75.9% | -29.0% | +104.8% | +85.8% |
| All | +75.9% | -28.7% | +104.6% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling