+1,936.0%
TER vs WU
-19.5%
+1,955.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.8% |
| 7D | -8.9% | +11.0% | -19.9% | -14.5% |
| 30D | -39.1% | +13.4% | -52.5% | -43.8% |
| 3M | -32.8% | +2.2% | -35.0% | -35.2% |
| 6M | -31.7% | -18.2% | -13.5% | -28.2% |
| YTD | +26.9% | -18.3% | +45.2% | +31.8% |
| 1Y | +33.6% | -12.2% | +45.7% | +32.9% |
| 3Y | +181.5% | -20.8% | +202.3% | +188.8% |
| 5Y | +76.1% | -42.6% | +118.7% | +108.9% |
| 10Y | +1,006.2% | -35.5% | +1,041.7% | +1,070.9% |
| All | +1,936.0% | -19.5% | +1,955.5% | +1,534.0% |
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