+3.3%
RF vs WU
-18.4%
+21.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.7% | -2.8% |
| 7D | -1.6% | +13.0% | -14.7% | -3.1% |
| 30D | +5.0% | +14.3% | -9.3% | +3.3% |
| 3M | -10.0% | +0.1% | -10.1% | -10.4% |
| 6M | +3.3% | -17.7% | +21.0% | +5.3% |
| All | +3.3% | -18.4% | +21.8% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling