+30.3%
O vs WU
-27.2%
+57.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | 0.0% |
| 7D | -0.6% | -0.8% | +0.3% | -0.4% |
| 30D | -2.0% | -1.1% | -0.8% | -1.8% |
| 3M | +3.0% | -1.8% | +4.8% | +2.8% |
| 6M | -3.6% | -23.9% | +20.3% | +0.1% |
| YTD | +12.1% | -20.4% | +32.5% | +15.2% |
| 1Y | +8.9% | -10.6% | +19.5% | +8.8% |
| 3Y | +30.3% | -27.7% | +58.1% | +32.5% |
| All | +30.3% | -27.2% | +57.6% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling