+151.8%
TER vs WU
-21.7%
+173.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.8% |
| 7D | -20.5% | +11.7% | -32.2% | -22.0% |
| 30D | -47.0% | +12.6% | -59.6% | -48.3% |
| 3M | -43.3% | -0.5% | -42.8% | -43.3% |
| 6M | -42.9% | -18.2% | -24.7% | -40.7% |
| YTD | +12.9% | -19.0% | +31.9% | +16.5% |
| 1Y | +18.2% | -16.7% | +34.9% | +20.0% |
| 3Y | +151.8% | -21.0% | +172.8% | +159.2% |
| All | +151.8% | -21.7% | +173.5% | +159.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling