+44.1%
IR vs WU
-42.0%
+86.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.0% |
| 7D | +3.7% | +11.7% | -8.0% | +0.1% |
| 30D | +7.4% | +12.6% | -5.2% | +3.3% |
| 3M | -5.9% | -0.5% | -5.4% | -6.2% |
| 6M | +5.6% | -18.2% | +23.8% | +10.9% |
| YTD | +4.8% | -19.0% | +23.8% | +10.1% |
| 1Y | +6.9% | -16.7% | +23.6% | +11.0% |
| 3Y | +27.6% | -21.0% | +48.6% | +31.6% |
| All | +44.1% | -42.0% | +86.1% | +67.8% |
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