+44.4%
RF vs WU
-18.6%
+63.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.7% | -6.2% |
| 7D | -1.6% | +13.0% | -14.7% | -9.2% |
| 30D | +5.0% | +14.3% | -9.3% | -4.0% |
| 3M | -10.0% | +0.1% | -10.1% | -11.0% |
| 6M | +3.3% | -17.7% | +21.0% | +12.2% |
| YTD | +7.9% | -17.3% | +25.3% | +15.7% |
| 1Y | +21.2% | -11.1% | +32.3% | +23.3% |
| 3Y | +105.8% | -19.8% | +125.6% | +115.3% |
| 5Y | +43.7% | -40.5% | +84.2% | +75.2% |
| 10Y | +289.4% | -33.7% | +323.1% | +332.9% |
| All | +44.4% | -18.6% | +63.0% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling