+591.7%
O vs WU
-22.9%
+614.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -0.4% | -5.3% | +4.9% | +1.7% |
| 30D | +8.3% | +9.0% | -0.7% | +4.3% |
| 3M | -4.0% | -3.6% | -0.4% | -3.1% |
| 6M | -2.6% | -19.4% | +16.8% | +3.9% |
| YTD | +9.9% | -21.7% | +31.6% | +17.5% |
| 1Y | +9.8% | -16.1% | +26.0% | +13.8% |
| 3Y | +39.7% | -24.1% | +63.9% | +46.4% |
| 5Y | +9.2% | -44.1% | +53.3% | +26.2% |
| 10Y | +81.5% | -39.6% | +121.1% | +92.9% |
| All | +591.7% | -22.9% | +614.6% | +426.1% |
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 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