+75.1%
ITOT vs WU
-51.3%
+126.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | -0.9% | -3.5% | +2.6% | -0.2% |
| 30D | -1.5% | -2.9% | +1.5% | -0.9% |
| 3M | +3.6% | -2.3% | +5.8% | +2.8% |
| 6M | +13.7% | -25.4% | +39.1% | +20.4% |
| YTD | +12.9% | -21.2% | +34.1% | +17.7% |
| 1Y | +17.2% | -8.9% | +26.0% | +16.8% |
| 3Y | +75.6% | -29.0% | +104.6% | +84.1% |
| All | +75.1% | -51.3% | +126.4% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling