-0.4%
PL vs WU
-18.0%
+17.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.4% | -11.8% | -6.3% |
| 7D | -11.7% | +8.2% | -19.9% | -11.8% |
| 30D | -27.1% | +8.0% | -35.2% | -27.2% |
| 3M | -44.6% | -6.6% | -37.9% | -44.3% |
| 6M | -67.2% | -23.3% | -43.9% | -67.7% |
| YTD | -35.9% | -22.4% | -13.4% | -37.1% |
| 1Y | -0.4% | -18.0% | +17.6% | +0.4% |
| All | -0.4% | -18.0% | +17.6% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling