+264.0%
SPOT vs WU
-34.1%
+298.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | +12.5% | -1.1% | +13.6% | +12.8% |
| 3M | +9.9% | -3.9% | +13.8% | +10.1% |
| 6M | +1.6% | -20.7% | +22.2% | +6.3% |
| YTD | -6.6% | -18.4% | +11.8% | -3.1% |
| 1Y | -22.9% | -8.1% | -14.9% | -22.7% |
| 3Y | +244.3% | -24.2% | +268.4% | +253.5% |
| 5Y | +117.8% | -50.4% | +168.3% | +148.7% |
| All | +264.0% | -34.1% | +298.1% | +245.0% |
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