+83.0%
PL vs WU
-58.9%
+141.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -9.3% | -0.8% | -8.5% | -9.0% |
| 30D | -18.9% | -1.1% | -17.8% | -18.7% |
| 3M | -58.4% | -3.9% | -54.5% | -58.4% |
| 6M | -30.3% | -20.7% | -9.6% | -26.0% |
| YTD | -8.1% | -18.4% | +10.2% | -4.2% |
| 1Y | +180.5% | -8.1% | +188.6% | +177.0% |
| 3Y | +444.1% | -24.2% | +468.3% | +477.0% |
| 5Y | +83.0% | -50.4% | +133.5% | +109.0% |
| All | +83.0% | -58.9% | +141.9% | +112.4% |
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 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