-53.2%
S vs WU
-53.2%
0.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.2% |
| 6M | +47.4% | -20.7% | +68.0% | +56.0% |
| YTD | +32.5% | -18.4% | +50.9% | +38.9% |
| 1Y | +9.5% | -8.1% | +17.6% | +10.0% |
| 3Y | +15.5% | -24.2% | +39.7% | +20.3% |
| 5Y | -71.2% | -50.4% | -20.8% | -67.8% |
| All | -53.2% | -53.2% | 0.0% | -49.7% |
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