+990.5%
IT vs WU
-22.9%
+1,013.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -3.7% | -5.3% | +1.6% | -1.4% |
| 30D | -3.1% | +9.0% | -12.1% | -6.8% |
| 3M | +6.3% | -3.6% | +9.9% | +7.8% |
| 6M | +24.8% | -19.4% | +44.2% | +35.7% |
| YTD | -24.4% | -21.7% | -2.7% | -17.2% |
| 1Y | -17.1% | -16.1% | -1.0% | -12.0% |
| 3Y | -53.6% | -24.1% | -29.5% | -50.1% |
| 5Y | -42.5% | -44.1% | +1.6% | -31.6% |
| 10Y | +88.8% | -39.6% | +128.4% | +109.0% |
| All | +990.5% | -22.9% | +1,013.4% | +874.5% |
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 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