+99.1%
DE vs WU
-43.8%
+142.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.1% |
| 7D | +0.3% | -2.0% | +2.3% | +0.8% |
| 30D | +3.6% | +11.4% | -7.8% | +0.6% |
| 3M | +10.2% | -6.8% | +17.1% | +11.9% |
| 6M | +16.6% | -14.6% | +31.2% | +20.0% |
| YTD | +45.8% | -20.6% | +66.5% | +52.5% |
| 1Y | +43.9% | -15.4% | +59.3% | +47.6% |
| 3Y | +89.6% | -23.6% | +113.2% | +97.5% |
| All | +99.1% | -43.8% | +142.9% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling