+1,027.8%
MAR vs WU
-19.6%
+1,047.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -4.2% | -0.8% | -3.3% | -3.8% |
| 30D | -6.7% | -1.1% | -5.6% | -6.4% |
| 3M | -12.5% | -3.9% | -8.6% | -13.0% |
| 6M | +0.6% | -20.7% | +21.2% | +9.1% |
| YTD | +9.1% | -18.4% | +27.5% | +16.4% |
| 1Y | +26.2% | -8.1% | +34.3% | +25.4% |
| 3Y | +68.2% | -24.2% | +92.3% | +78.7% |
| 5Y | +163.9% | -50.4% | +214.4% | +238.8% |
| 10Y | +420.6% | -40.0% | +460.6% | +483.5% |
| All | +1,027.8% | -19.6% | +1,047.4% | +886.9% |
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