+69.9%
PR vs WU
-20.1%
+90.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.5% | -11.4% | -5.4% |
| 7D | -16.5% | +13.0% | -29.6% | -17.5% |
| 30D | -4.5% | +14.3% | -18.9% | -5.9% |
| 3M | +8.5% | +0.1% | +8.4% | +8.6% |
| 6M | -3.3% | -17.7% | +14.4% | -0.1% |
| YTD | +55.7% | -17.3% | +73.0% | +59.8% |
| 1Y | +82.0% | -11.1% | +93.1% | +82.9% |
| All | +69.9% | -20.1% | +90.0% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling