-10.8%
DOW vs WU
-35.1%
+24.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.5% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | +0.4% | -1.1% | +1.5% | +0.7% |
| 3M | -14.4% | -3.9% | -10.5% | -15.1% |
| 6M | -7.0% | -20.7% | +13.7% | +1.7% |
| YTD | +30.2% | -18.4% | +48.6% | +39.8% |
| 1Y | +29.2% | -8.1% | +37.3% | +28.2% |
| 3Y | -36.7% | -24.2% | -12.5% | -31.7% |
| 5Y | -37.7% | -50.4% | +12.8% | -13.6% |
| All | -10.8% | -35.1% | +24.2% | +15.3% |
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