+238.7%
GM vs WU
-16.5%
+255.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | -1.8% | -1.1% | -0.7% | -1.5% |
| 3M | +2.6% | -1.8% | +4.4% | +1.1% |
| 6M | +14.6% | -23.9% | +38.5% | +25.7% |
| YTD | +6.2% | -20.4% | +26.6% | +13.8% |
| 1Y | +48.7% | -10.6% | +59.3% | +49.9% |
| 3Y | +168.3% | -27.7% | +196.1% | +191.2% |
| 5Y | +82.8% | -51.1% | +133.9% | +134.2% |
| 10Y | +226.2% | -40.7% | +266.9% | +279.9% |
| All | +238.7% | -16.5% | +255.2% | +229.0% |
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