+66.1%
T vs WU
-51.1%
+117.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | +7.6% | -1.1% | +8.7% | +7.8% |
| 3M | +15.3% | -1.8% | +17.1% | +14.7% |
| 6M | -8.5% | -23.9% | +15.4% | -4.4% |
| YTD | +6.8% | -20.4% | +27.2% | +10.2% |
| 1Y | -7.2% | -10.6% | +3.3% | -7.0% |
| 3Y | +108.2% | -27.7% | +136.0% | +116.2% |
| 5Y | +66.1% | -51.1% | +117.2% | +91.0% |
| All | +66.1% | -51.1% | +117.2% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling