+2,204.6%
EW vs WU
-19.6%
+2,224.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +1.0% | -1.1% | +2.1% | +1.2% |
| 3M | +2.8% | -3.9% | +6.7% | +2.7% |
| 6M | +5.5% | -20.7% | +26.2% | +10.6% |
| YTD | +5.5% | -18.4% | +23.8% | +9.4% |
| 1Y | +11.0% | -8.1% | +19.1% | +10.8% |
| 3Y | +17.7% | -24.2% | +41.9% | +21.7% |
| 5Y | -25.7% | -50.4% | +24.7% | -15.0% |
| 10Y | +132.8% | -40.0% | +172.8% | +147.2% |
| All | +2,204.6% | -19.6% | +2,224.2% | +2,000.5% |
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