+108.2%
T vs WU
-27.2%
+135.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | -1.5% | -0.8% | -0.7% | -1.5% |
| 30D | +7.6% | -1.1% | +8.7% | +7.7% |
| 3M | +15.3% | -1.8% | +17.1% | +15.0% |
| 6M | -8.5% | -23.9% | +15.4% | -6.2% |
| YTD | +6.8% | -20.4% | +27.2% | +8.6% |
| 1Y | -7.2% | -10.6% | +3.3% | -7.2% |
| 3Y | +108.2% | -27.7% | +136.0% | +115.4% |
| All | +108.2% | -27.2% | +135.5% | +115.4% |
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