+291.3%
IR vs WU
-34.8%
+326.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.7% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | -15.1% | -1.1% | -14.0% | -14.9% |
| 3M | +6.1% | -3.9% | +9.9% | +6.0% |
| 6M | -16.8% | -20.7% | +3.8% | -10.1% |
| YTD | -3.5% | -18.4% | +14.8% | +2.6% |
| 1Y | -3.5% | -8.1% | +4.6% | -3.4% |
| 3Y | +9.5% | -24.2% | +33.6% | +16.1% |
| 5Y | +45.1% | -50.4% | +95.5% | +85.0% |
| All | +291.3% | -34.8% | +326.1% | +316.1% |
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