-71.5%
S vs WU
-51.1%
-20.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.5% |
| 7D | -5.8% | -0.8% | -5.0% | -5.6% |
| 30D | -9.2% | -1.1% | -8.1% | -8.9% |
| 3M | +23.4% | -1.8% | +25.2% | +22.3% |
| 6M | +36.9% | -23.9% | +60.8% | +47.2% |
| YTD | +29.5% | -20.4% | +49.9% | +37.1% |
| 1Y | +5.4% | -10.6% | +16.0% | +6.7% |
| 3Y | +14.7% | -27.7% | +42.4% | +21.5% |
| 5Y | -71.5% | -51.1% | -20.4% | -66.0% |
| All | -71.5% | -51.1% | -20.4% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling