+117.6%
DT vs WU
-44.7%
+162.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.4% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | +2.0% | -1.1% | +3.1% | +2.3% |
| 3M | +20.0% | -3.9% | +23.9% | +20.0% |
| 6M | +39.3% | -20.7% | +60.0% | +46.8% |
| YTD | +19.8% | -18.4% | +38.1% | +24.8% |
| 1Y | +4.3% | -8.1% | +12.3% | +4.4% |
| 3Y | +7.7% | -24.2% | +31.9% | +12.0% |
| 5Y | -26.8% | -50.4% | +23.6% | -14.9% |
| All | +117.6% | -44.7% | +162.4% | +74.6% |
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