+0.1%
DOW vs WU
-36.9%
+37.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.0% |
| 7D | +5.2% | -2.0% | +7.3% | +6.2% |
| 30D | +13.2% | +11.4% | +1.8% | +6.5% |
| 3M | +10.1% | -6.8% | +16.9% | +13.0% |
| 6M | -13.1% | -14.6% | +1.6% | -9.0% |
| YTD | +46.1% | -20.6% | +66.8% | +57.7% |
| 1Y | +50.0% | -15.4% | +65.4% | +55.8% |
| 3Y | -20.2% | -23.6% | +3.4% | -14.5% |
| 5Y | -27.7% | -43.4% | +15.7% | -10.7% |
| All | +0.1% | -36.9% | +37.0% | +30.1% |
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