+221.7%
PR vs WU
-42.0%
+263.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.3% |
| 7D | -16.4% | +11.7% | -28.1% | -18.5% |
| 30D | -1.9% | +12.6% | -14.5% | -4.7% |
| 3M | +8.0% | -0.5% | +8.5% | +7.6% |
| 6M | +4.1% | -18.2% | +22.3% | +8.3% |
| YTD | +58.7% | -19.0% | +77.7% | +64.4% |
| 1Y | +75.8% | -16.7% | +92.5% | +80.2% |
| 3Y | +73.2% | -21.0% | +94.2% | +76.2% |
| All | +221.7% | -42.0% | +263.7% | +264.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling