+931.9%
LOW vs WU
-19.6%
+951.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.6% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -7.0% | -1.1% | -5.9% | -6.8% |
| 3M | -0.9% | -3.9% | +3.0% | -0.8% |
| 6M | -20.1% | -20.7% | +0.6% | -14.1% |
| YTD | -13.9% | -18.4% | +4.5% | -8.8% |
| 1Y | -21.1% | -8.1% | -13.1% | -21.0% |
| 3Y | -6.6% | -24.2% | +17.5% | -1.2% |
| 5Y | +9.4% | -50.4% | +59.8% | +34.4% |
| 10Y | +220.5% | -40.0% | +260.5% | +253.6% |
| All | +931.9% | -19.6% | +951.5% | +815.4% |
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