+2,259.2%
DE vs WU
-21.6%
+2,280.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.7% |
| 7D | +0.7% | -0.8% | +1.5% | +1.1% |
| 30D | +9.6% | -1.1% | +10.8% | +10.1% |
| 3M | +19.0% | -1.8% | +20.8% | +17.8% |
| 6M | +16.1% | -23.9% | +40.0% | +28.3% |
| YTD | +47.0% | -20.4% | +67.4% | +58.4% |
| 1Y | +43.1% | -10.6% | +53.7% | +44.7% |
| 3Y | +77.5% | -27.7% | +105.2% | +93.3% |
| 5Y | +96.4% | -51.1% | +147.5% | +147.8% |
| 10Y | +852.9% | -40.7% | +893.6% | +952.3% |
| All | +2,259.2% | -21.6% | +2,280.8% | +1,869.3% |
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