+469.1%
P vs WU
-29.6%
+498.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.1% |
| 7D | -23.8% | +11.7% | -35.5% | -26.8% |
| 30D | -36.6% | +12.6% | -49.2% | -39.5% |
| 3M | +10.9% | -0.5% | +11.4% | +9.8% |
| 6M | +30.0% | -18.2% | +48.2% | +35.4% |
| YTD | +44.4% | -19.0% | +63.4% | +50.1% |
| 1Y | +3.9% | -16.7% | +20.6% | +6.3% |
| 3Y | +176.6% | -21.0% | +197.6% | +179.1% |
| 5Y | +249.3% | -41.7% | +291.0% | +288.6% |
| 10Y | +726.9% | -35.0% | +761.9% | +711.6% |
| All | +469.1% | -29.6% | +498.7% | +431.3% |
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