+16.7%
S vs WU
-24.9%
+41.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -7.7% | -0.8% | -6.9% | -7.5% |
| 30D | -5.3% | -1.1% | -4.2% | -5.0% |
| 3M | +20.3% | -3.9% | +24.1% | +20.0% |
| 6M | +47.4% | -20.7% | +68.0% | +55.9% |
| YTD | +32.5% | -18.4% | +50.9% | +38.8% |
| 1Y | +9.5% | -8.1% | +17.6% | +9.8% |
| All | +16.7% | -24.9% | +41.6% | +19.0% |
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