+1,414.2%
TDY vs WU
-22.3%
+1,436.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | -1.8% | -4.9% | +3.1% | +0.1% |
| 30D | -13.8% | -1.3% | -12.5% | -13.5% |
| 3M | -3.9% | -3.6% | -0.3% | -4.4% |
| 6M | -9.0% | -24.3% | +15.3% | -0.7% |
| YTD | +16.5% | -21.1% | +37.6% | +24.5% |
| 1Y | +9.3% | -10.3% | +19.6% | +9.8% |
| 3Y | +45.1% | -28.4% | +73.5% | +55.0% |
| 5Y | +35.0% | -51.2% | +86.2% | +65.3% |
| 10Y | +469.0% | -39.6% | +508.6% | +513.2% |
| All | +1,414.2% | -22.3% | +1,436.5% | +1,213.2% |
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