+15.7%
RF vs WU
-11.3%
+27.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.7% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | -3.4% | -1.1% | -2.2% | -3.2% |
| 3M | +6.4% | -1.8% | +8.2% | +5.4% |
| 6M | +13.4% | -23.9% | +37.3% | +19.5% |
| YTD | +14.2% | -20.4% | +34.6% | +18.8% |
| 1Y | +15.7% | -10.6% | +26.3% | +13.4% |
| All | +15.7% | -11.3% | +27.0% | +13.4% |
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 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