+485.4%
P vs WU
-29.0%
+514.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +6.5% | -0.8% | +7.4% | +6.8% |
| 30D | +18.8% | -1.1% | +19.9% | +19.1% |
| 3M | +26.7% | -3.9% | +30.6% | +26.0% |
| 6M | +62.2% | -20.7% | +82.8% | +72.3% |
| YTD | +48.5% | -18.4% | +66.9% | +55.5% |
| 1Y | +26.4% | -8.1% | +34.5% | +24.9% |
| 3Y | +159.4% | -24.2% | +183.6% | +168.4% |
| 5Y | +275.8% | -50.4% | +326.2% | +357.9% |
| 10Y | +732.0% | -40.0% | +772.1% | +756.2% |
| All | +485.4% | -29.0% | +514.4% | +450.6% |
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