+16.8%
PM vs WU
-11.2%
+28.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -1.2% | -4.9% | +3.7% | -0.9% |
| 30D | -0.2% | -1.3% | +1.1% | 0.0% |
| 3M | +4.9% | -3.6% | +8.5% | +6.1% |
| 6M | +9.0% | -24.3% | +33.4% | +9.7% |
| YTD | +17.8% | -21.1% | +38.9% | +18.4% |
| 1Y | +16.8% | -10.3% | +27.1% | +17.9% |
| All | +16.8% | -11.2% | +28.0% | +17.9% |
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