+64.8%
DIA vs WU
-51.0%
+115.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.6% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | -2.1% | -1.1% | -0.9% | -1.9% |
| 3M | +4.2% | -1.8% | +6.0% | +3.4% |
| 6M | +11.9% | -23.9% | +35.8% | +17.8% |
| YTD | +10.8% | -20.4% | +31.2% | +15.2% |
| 1Y | +17.5% | -10.6% | +28.1% | +18.1% |
| 3Y | +59.9% | -27.7% | +87.7% | +67.1% |
| All | +64.8% | -51.0% | +115.8% | +88.4% |
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