+1.8%
M vs WU
-20.2%
+22.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.5% |
| 7D | -4.3% | +11.7% | -16.0% | -10.4% |
| 30D | +1.3% | +12.6% | -11.3% | -5.7% |
| 3M | -7.4% | -0.5% | -6.9% | -7.9% |
| 6M | +18.3% | -18.2% | +36.5% | +28.3% |
| YTD | +7.6% | -19.0% | +26.6% | +16.2% |
| 1Y | +17.4% | -16.7% | +34.1% | +24.4% |
| 3Y | +108.4% | -21.0% | +129.4% | +121.8% |
| 5Y | -10.6% | -41.7% | +31.1% | +11.3% |
| 10Y | -3.2% | -35.0% | +31.8% | +13.9% |
| All | +1.8% | -20.2% | +22.0% | -6.1% |
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