+627.7%
GEV vs WU
-36.9%
+664.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.1% |
| 7D | +3.2% | -4.9% | +8.1% | +3.2% |
| 30D | -4.0% | -1.3% | -2.7% | -4.0% |
| 3M | +3.4% | -3.6% | +7.0% | +2.9% |
| 6M | +14.7% | -24.3% | +39.0% | +15.1% |
| YTD | +45.8% | -21.1% | +66.9% | +45.8% |
| 1Y | +57.4% | -10.3% | +67.7% | +55.1% |
| All | +627.7% | -36.9% | +664.5% | +632.6% |
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 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