+115.6%
DT vs WU
-47.0%
+162.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -2.5% | -5.0% | +2.4% | -1.2% |
| 30D | +3.5% | -2.3% | +5.8% | +4.1% |
| 3M | +26.7% | -3.2% | +29.9% | +26.4% |
| 6M | +36.1% | -25.0% | +61.2% | +45.7% |
| YTD | +18.6% | -21.7% | +40.3% | +25.1% |
| 1Y | +7.9% | -9.0% | +16.8% | +8.2% |
| 3Y | +8.6% | -28.9% | +37.4% | +15.0% |
| 5Y | -26.7% | -51.0% | +24.4% | -14.5% |
| All | +115.6% | -47.0% | +162.6% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling