+326.1%
T vs WU
-19.6%
+345.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.7% |
| 7D | -1.3% | -0.8% | -0.4% | -1.1% |
| 30D | +11.4% | -1.1% | +12.5% | +11.6% |
| 3M | +14.3% | -3.9% | +18.1% | +14.1% |
| 6M | -9.3% | -20.7% | +11.4% | -4.5% |
| YTD | +7.1% | -18.4% | +25.5% | +11.5% |
| 1Y | -9.1% | -8.1% | -1.0% | -9.2% |
| 3Y | +105.3% | -24.2% | +129.5% | +112.7% |
| 5Y | +66.8% | -50.4% | +117.3% | +94.0% |
| 10Y | +66.8% | -40.0% | +106.8% | +78.5% |
| All | +326.1% | -19.6% | +345.7% | +273.3% |
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