+700.0%
ITOT vs WU
-22.8%
+722.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -5.0% | +2.9% | -0.3% |
| 30D | -2.0% | -2.3% | +0.3% | -1.3% |
| 3M | +4.5% | -3.2% | +7.8% | +4.0% |
| 6M | +12.6% | -25.0% | +37.7% | +22.6% |
| YTD | +12.0% | -21.7% | +33.6% | +19.5% |
| 1Y | +17.3% | -9.0% | +26.2% | +17.3% |
| 3Y | +75.2% | -28.9% | +104.1% | +87.8% |
| 5Y | +74.0% | -51.0% | +125.1% | +110.2% |
| 10Y | +298.6% | -40.1% | +338.7% | +328.9% |
| All | +700.0% | -22.8% | +722.9% | +589.8% |
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 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