-39.9%
DT vs WU
-41.3%
+1.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -7.5% | +11.0% | -18.6% | -10.2% |
| 30D | -31.5% | +13.4% | -44.9% | -33.9% |
| 3M | -14.0% | +2.2% | -16.2% | -14.8% |
| 6M | +6.9% | -18.2% | +25.1% | +11.7% |
| YTD | +0.3% | -18.3% | +18.6% | +4.3% |
| 1Y | -6.9% | -12.2% | +5.3% | -5.4% |
| 3Y | -13.9% | -20.8% | +6.9% | -12.3% |
| 5Y | -39.9% | -42.6% | +2.7% | -31.7% |
| All | -39.9% | -41.3% | +1.4% | -31.7% |
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