+0.8%
M vs WU
-19.6%
+20.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +3.1% |
| 7D | +4.7% | -0.8% | +5.6% | +5.2% |
| 30D | -9.6% | -1.1% | -8.5% | -9.3% |
| 3M | +0.9% | -3.9% | +4.7% | +0.3% |
| 6M | +22.3% | -20.7% | +42.9% | +35.0% |
| YTD | +6.5% | -18.4% | +24.9% | +15.2% |
| 1Y | +38.8% | -8.1% | +46.8% | +38.1% |
| 3Y | +115.9% | -24.2% | +140.1% | +135.0% |
| 5Y | +28.6% | -50.4% | +79.1% | +78.1% |
| 10Y | -2.5% | -40.0% | +37.5% | +20.5% |
| All | +0.8% | -19.6% | +20.4% | -6.9% |
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