+5.7%
O vs WU
-11.2%
+16.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -3.5% | -5.0% | +1.5% | -3.3% |
| 30D | -3.3% | -2.3% | -1.1% | -3.2% |
| 3M | -2.8% | -3.2% | +0.4% | -2.3% |
| 6M | -5.8% | -25.0% | +19.3% | -5.5% |
| YTD | +9.4% | -21.7% | +31.0% | +9.7% |
| 1Y | +5.7% | -9.0% | +14.6% | +5.3% |
| All | +5.7% | -11.2% | +16.8% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling