-17.2%
F vs WU
-43.8%
+26.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | -3.1% | -2.0% | -1.1% | -2.3% |
| 30D | 0.0% | +11.4% | -11.4% | -4.3% |
| 3M | -13.2% | -6.8% | -6.4% | -11.1% |
| 6M | -10.2% | -14.6% | +4.4% | -6.2% |
| YTD | -4.9% | -20.6% | +15.7% | +1.6% |
| 1Y | -6.1% | -15.4% | +9.3% | -3.0% |
| 3Y | +46.0% | -23.6% | +69.6% | +53.9% |
| All | -17.2% | -43.8% | +26.6% | +2.2% |
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