+609.9%
DIA vs WU
-19.6%
+629.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -1.5% | -1.1% | -0.4% | -1.3% |
| 3M | +3.8% | -3.9% | +7.6% | +3.6% |
| 6M | +10.3% | -20.7% | +30.9% | +17.2% |
| YTD | +12.1% | -18.4% | +30.5% | +17.7% |
| 1Y | +18.6% | -8.1% | +26.7% | +18.6% |
| 3Y | +60.6% | -24.2% | +84.8% | +68.2% |
| 5Y | +64.4% | -50.4% | +114.9% | +96.5% |
| 10Y | +250.1% | -40.0% | +290.1% | +278.1% |
| All | +609.9% | -19.6% | +629.5% | +511.0% |
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