+238.6%
P vs WU
-42.0%
+280.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.8% |
| 7D | -23.8% | +11.7% | -35.5% | -25.0% |
| 30D | -36.6% | +12.6% | -49.2% | -37.8% |
| 3M | +10.9% | -0.5% | +11.4% | +10.8% |
| 6M | +30.0% | -18.2% | +48.2% | +33.3% |
| YTD | +44.4% | -19.0% | +63.4% | +47.9% |
| 1Y | +3.9% | -16.7% | +20.6% | +5.6% |
| 3Y | +176.6% | -21.0% | +197.6% | +178.2% |
| All | +238.6% | -42.0% | +280.6% | +267.8% |
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 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