-53.2%
TE vs WU
-57.3%
+4.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -4.0% | -0.8% | -3.1% | -3.8% |
| 30D | -15.9% | -1.1% | -14.8% | -15.8% |
| 3M | -60.5% | -3.9% | -56.7% | -60.7% |
| 6M | -35.2% | -20.7% | -14.6% | -32.5% |
| YTD | -31.1% | -18.4% | -12.8% | -29.0% |
| 1Y | +148.6% | -8.1% | +156.7% | +146.6% |
| 3Y | -26.4% | -24.2% | -2.2% | -24.1% |
| 5Y | -48.0% | -50.4% | +2.4% | -45.1% |
| All | -53.2% | -57.3% | +4.2% | -50.3% |
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