-28.4%
DT vs WU
-51.4%
+23.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -0.5% | -4.9% | +4.4% | +0.8% |
| 30D | +0.1% | -1.3% | +1.3% | +0.3% |
| 3M | +24.1% | -3.6% | +27.7% | +23.8% |
| 6M | +30.1% | -24.3% | +54.4% | +38.6% |
| YTD | +16.8% | -21.1% | +37.8% | +22.6% |
| 1Y | -0.1% | -10.3% | +10.2% | +0.5% |
| 3Y | +6.8% | -28.4% | +35.2% | +12.6% |
| 5Y | -28.4% | -51.2% | +22.8% | -18.0% |
| All | -28.4% | -51.4% | +23.0% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling