+608.0%
O vs WU
-19.6%
+627.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -1.9% | -1.1% | -0.8% | -1.6% |
| 3M | +3.8% | -3.9% | +7.7% | +3.6% |
| 6M | -4.7% | -20.7% | +15.9% | +2.3% |
| YTD | +12.5% | -18.4% | +30.8% | +18.8% |
| 1Y | +10.8% | -8.1% | +18.9% | +10.2% |
| 3Y | +28.8% | -24.2% | +52.9% | +35.2% |
| 5Y | +13.2% | -50.4% | +63.6% | +38.8% |
| 10Y | +53.5% | -40.0% | +93.5% | +64.8% |
| All | +608.0% | -19.6% | +627.6% | +431.8% |
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