-7.3%
F vs WU
-16.8%
+9.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -3.9% | -5.3% | +1.4% | -3.3% |
| 30D | -0.5% | +9.0% | -9.5% | -1.4% |
| 3M | -12.9% | -3.6% | -9.4% | -13.1% |
| 6M | +1.5% | -19.4% | +20.9% | +2.5% |
| YTD | -5.0% | -21.7% | +16.7% | -4.3% |
| 1Y | -7.3% | -16.1% | +8.8% | -10.0% |
| All | -7.3% | -16.8% | +9.4% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling