+54.6%
RF vs WU
-19.6%
+74.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +1.3% | -0.8% | +2.1% | +1.8% |
| 30D | -3.6% | -1.1% | -2.5% | -3.2% |
| 3M | +8.1% | -3.9% | +11.9% | +7.3% |
| 6M | +11.5% | -20.7% | +32.1% | +24.2% |
| YTD | +15.6% | -18.4% | +33.9% | +25.8% |
| 1Y | +15.7% | -8.1% | +23.7% | +14.9% |
| 3Y | +86.9% | -24.2% | +111.1% | +102.6% |
| 5Y | +89.8% | -50.4% | +140.3% | +164.1% |
| 10Y | +344.7% | -40.0% | +384.7% | +432.7% |
| All | +54.6% | -19.6% | +74.2% | +48.1% |
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