+40.6%
S vs WU
-21.7%
+62.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.1% |
| 7D | -13.4% | +11.7% | -25.1% | -16.1% |
| 30D | -14.0% | +12.6% | -26.6% | -16.9% |
| 3M | +4.9% | -0.5% | +5.4% | +4.8% |
| 6M | +42.0% | -18.2% | +60.2% | +48.7% |
| YTD | +45.1% | -19.0% | +64.1% | +52.0% |
| 1Y | +33.1% | -16.7% | +49.7% | +37.9% |
| 3Y | +40.6% | -21.0% | +61.7% | +34.0% |
| All | +40.6% | -21.7% | +62.3% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling