+207.8%
F vs WU
-20.2%
+228.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | +1.6% | +11.7% | -10.1% | -3.9% |
| 30D | +2.6% | +12.6% | -10.0% | -3.4% |
| 3M | -8.8% | -0.5% | -8.3% | -9.1% |
| 6M | +4.6% | -18.2% | +22.8% | +11.8% |
| YTD | -1.9% | -19.0% | +17.1% | +4.5% |
| 1Y | -0.8% | -16.7% | +15.9% | +4.0% |
| 3Y | +43.5% | -21.0% | +64.5% | +50.7% |
| 5Y | -12.1% | -41.7% | +29.6% | +5.7% |
| 10Y | +83.6% | -35.0% | +118.6% | +101.3% |
| All | +207.8% | -20.2% | +228.0% | +173.0% |
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 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