+604.8%
GS vs WU
-18.6%
+623.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.5% | -12.9% | -9.6% |
| 7D | -6.3% | +13.0% | -19.4% | -12.2% |
| 30D | -3.1% | +14.3% | -17.5% | -10.0% |
| 3M | -17.7% | +0.1% | -17.8% | -18.6% |
| 6M | -4.6% | -17.7% | +13.2% | +1.7% |
| YTD | +0.3% | -17.3% | +17.6% | +5.6% |
| 1Y | +11.7% | -11.1% | +22.8% | +12.7% |
| 3Y | +183.6% | -19.8% | +203.4% | +192.1% |
| 5Y | +141.0% | -40.5% | +181.5% | +181.2% |
| 10Y | +507.4% | -33.7% | +541.1% | +540.5% |
| All | +604.8% | -18.6% | +623.4% | +475.0% |
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