+514.9%
GEV vs WU
-36.5%
+551.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -1.8% |
| 7D | +3.7% | -2.0% | +5.8% | +3.6% |
| 30D | -14.7% | +11.4% | -26.1% | -14.3% |
| 3M | -23.4% | -6.8% | -16.6% | -23.1% |
| 6M | -24.3% | -14.6% | -9.7% | -24.1% |
| YTD | +23.2% | -20.6% | +43.8% | +23.7% |
| 1Y | +44.2% | -15.4% | +59.6% | +43.9% |
| All | +514.9% | -36.5% | +551.4% | +521.6% |
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