+30.5%
DOW vs WU
-11.2%
+41.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -2.4% | -5.0% | +2.6% | -1.7% |
| 30D | -4.1% | -2.3% | -1.8% | -3.9% |
| 3M | -12.4% | -3.2% | -9.2% | -13.4% |
| 6M | -10.6% | -25.0% | +14.4% | -5.2% |
| YTD | +31.1% | -21.7% | +52.7% | +36.2% |
| 1Y | +30.5% | -9.0% | +39.5% | +27.0% |
| All | +30.5% | -11.2% | +41.7% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling