+20.2%
RF vs WU
-15.7%
+35.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -0.1% | +9.1% | -9.2% | -1.8% |
| 30D | +7.0% | +12.1% | -5.1% | +4.6% |
| 3M | -7.0% | +0.3% | -7.4% | -7.4% |
| 6M | +6.8% | -19.1% | +25.9% | +11.9% |
| YTD | +9.9% | -19.2% | +29.1% | +14.3% |
| All | +20.2% | -15.7% | +35.9% | +21.3% |
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 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