+273.5%
T vs WU
-22.0%
+295.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.3% |
| 7D | +2.0% | +2.1% | -0.2% | +1.2% |
| 30D | -1.0% | +10.1% | -11.2% | -3.9% |
| 3M | -8.1% | -1.1% | -7.0% | -8.1% |
| 6M | -8.3% | -19.8% | +11.5% | -3.6% |
| YTD | -6.1% | -20.8% | +14.6% | -1.6% |
| 1Y | -7.4% | -15.1% | +7.7% | -5.1% |
| 3Y | +65.4% | -23.2% | +88.7% | +70.7% |
| 5Y | +57.6% | -42.6% | +100.3% | +74.7% |
| 10Y | +61.4% | -38.9% | +100.3% | +71.5% |
| All | +273.5% | -22.0% | +295.5% | +229.3% |
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