+965.3%
IT vs WU
-19.6%
+984.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.2% |
| 7D | -6.0% | -0.8% | -5.2% | -5.7% |
| 30D | 0.0% | -1.1% | +1.1% | +0.3% |
| 3M | +13.1% | -3.9% | +16.9% | +14.2% |
| 6M | +11.7% | -20.7% | +32.4% | +21.9% |
| YTD | -26.1% | -18.4% | -7.7% | -20.4% |
| 1Y | -21.3% | -8.1% | -13.2% | -20.1% |
| 3Y | -46.7% | -24.2% | -22.6% | -42.9% |
| 5Y | -40.5% | -50.4% | +9.9% | -25.6% |
| 10Y | +103.9% | -40.0% | +143.9% | +126.4% |
| All | +965.3% | -19.6% | +984.9% | +836.3% |
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