+12.1%
O vs WU
-41.3%
+53.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +3.5% | +11.0% | -7.5% | +1.5% |
| 30D | +10.4% | +13.4% | -3.0% | +7.8% |
| 3M | -2.4% | +2.2% | -4.7% | -3.0% |
| 6M | -1.2% | -18.2% | +17.0% | +1.9% |
| YTD | +10.4% | -18.3% | +28.7% | +13.4% |
| 1Y | +11.4% | -12.2% | +23.6% | +12.5% |
| 3Y | +40.4% | -20.8% | +61.2% | +43.7% |
| 5Y | +12.1% | -42.6% | +54.7% | +23.1% |
| All | +12.1% | -41.3% | +53.5% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling