+33.8%
SOLS vs WU
-8.7%
+42.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.1% |
| 7D | +4.5% | -0.8% | +5.4% | +4.5% |
| 30D | +6.0% | -1.1% | +7.1% | +5.9% |
| 3M | -19.7% | -1.8% | -17.9% | -20.7% |
| 6M | -10.4% | -23.9% | +13.5% | -11.6% |
| YTD | +33.3% | -20.4% | +53.7% | +30.6% |
| All | +33.8% | -8.7% | +42.4% | +31.0% |
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 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