-48.8%
S vs WU
-53.5%
+4.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.2% |
| 7D | -13.4% | +11.7% | -25.1% | -16.3% |
| 30D | -14.0% | +12.6% | -26.6% | -17.2% |
| 3M | +4.9% | -0.5% | +5.4% | +4.6% |
| 6M | +42.0% | -18.2% | +60.2% | +48.5% |
| YTD | +45.1% | -19.0% | +64.1% | +51.9% |
| 1Y | +33.1% | -16.7% | +49.7% | +37.8% |
| 3Y | +40.6% | -21.0% | +61.7% | +44.4% |
| 5Y | -67.5% | -41.7% | -25.8% | -63.4% |
| All | -48.8% | -53.5% | +4.8% | -45.1% |
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