+196.3%
SE vs WU
-27.2%
+223.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.5% |
| 7D | +0.6% | -0.8% | +1.5% | +0.7% |
| 30D | -0.1% | -1.1% | +1.0% | 0.0% |
| 3M | +34.1% | -1.8% | +35.9% | +33.2% |
| 6M | +23.2% | -23.9% | +47.1% | +28.3% |
| YTD | -11.2% | -20.4% | +9.2% | -8.5% |
| 1Y | -40.5% | -10.6% | -30.0% | -40.6% |
| 3Y | +196.3% | -27.7% | +224.0% | +214.8% |
| All | +196.3% | -27.2% | +223.5% | +214.8% |
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