+261.7%
F vs WU
-19.6%
+281.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.9% |
| 7D | +5.3% | -0.8% | +6.2% | +5.7% |
| 30D | +4.6% | -1.1% | +5.7% | +5.0% |
| 3M | -3.7% | -3.9% | +0.2% | -4.1% |
| 6M | +16.8% | -20.7% | +37.5% | +26.7% |
| YTD | +15.3% | -18.4% | +33.7% | +22.7% |
| 1Y | +31.0% | -8.1% | +39.1% | +30.6% |
| 3Y | +45.4% | -24.2% | +69.6% | +56.0% |
| 5Y | +54.7% | -50.4% | +105.1% | +102.0% |
| 10Y | +98.2% | -40.0% | +138.3% | +126.9% |
| All | +261.7% | -19.6% | +281.3% | +220.7% |
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 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