+325.3%
IR vs WU
-35.3%
+360.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.2% |
| 7D | +3.7% | +11.7% | -8.0% | -1.0% |
| 30D | +7.4% | +12.6% | -5.2% | +2.0% |
| 3M | -5.9% | -0.5% | -5.4% | -6.4% |
| 6M | +5.6% | -18.2% | +23.8% | +12.2% |
| YTD | +4.8% | -19.0% | +23.8% | +11.2% |
| 1Y | +6.9% | -16.7% | +23.6% | +11.9% |
| 3Y | +27.6% | -21.0% | +48.6% | +32.6% |
| 5Y | +45.8% | -41.7% | +87.5% | +70.3% |
| All | +325.3% | -35.3% | +360.6% | +351.1% |
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