-100.0%
SPXU vs WU
-6.6%
-93.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +0.6% |
| 7D | +1.3% | -4.9% | +6.2% | -3.5% |
| 30D | +5.1% | -1.3% | +6.4% | +4.1% |
| 3M | -9.1% | -3.6% | -5.6% | -11.7% |
| 6M | -29.6% | -24.3% | -5.2% | -45.9% |
| YTD | -27.7% | -21.1% | -6.6% | -41.8% |
| 1Y | -37.0% | -10.3% | -26.6% | -41.8% |
| 3Y | -80.2% | -28.4% | -51.8% | -84.0% |
| 5Y | -86.0% | -51.2% | -34.8% | -91.2% |
| 10Y | -99.5% | -39.6% | -59.9% | -99.4% |
| All | -100.0% | -6.6% | -93.4% | -100.0% |
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