+78.5%
SPY vs WU
-27.2%
+105.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | +0.5% | -0.8% | +1.4% | +0.7% |
| 30D | -0.9% | -1.1% | +0.2% | -0.8% |
| 3M | +3.9% | -1.8% | +5.7% | +3.1% |
| 6M | +14.5% | -23.9% | +38.4% | +19.1% |
| YTD | +12.9% | -20.4% | +33.3% | +16.2% |
| 1Y | +19.4% | -10.6% | +29.9% | +19.3% |
| 3Y | +78.5% | -27.7% | +106.2% | +82.4% |
| All | +78.5% | -27.2% | +105.7% | +82.4% |
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