-53.4%
IT vs WU
-23.1%
-30.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.3% |
| 7D | -6.8% | +2.1% | -9.0% | -7.9% |
| 30D | -0.6% | +10.1% | -10.7% | -4.5% |
| 3M | +3.1% | -1.1% | +4.2% | +3.1% |
| 6M | +25.5% | -19.8% | +45.3% | +32.1% |
| YTD | -23.5% | -20.8% | -2.7% | -19.5% |
| 1Y | -16.6% | -15.1% | -1.5% | -14.1% |
| All | -53.4% | -23.1% | -30.3% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling