+2,862.1%
TER vs WU
-19.6%
+2,881.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.0% |
| 7D | +0.6% | -0.8% | +1.4% | +1.0% |
| 30D | -8.3% | -1.1% | -7.2% | -7.9% |
| 3M | -12.2% | -3.9% | -8.4% | -13.1% |
| 6M | +17.1% | -20.7% | +37.7% | +27.1% |
| YTD | +84.7% | -18.4% | +103.0% | +96.2% |
| 1Y | +199.9% | -8.1% | +208.0% | +194.1% |
| 3Y | +232.8% | -24.2% | +256.9% | +256.3% |
| 5Y | +198.6% | -50.4% | +249.0% | +291.1% |
| 10Y | +1,669.7% | -40.0% | +1,709.8% | +1,896.6% |
| All | +2,862.1% | -19.6% | +2,881.7% | +2,332.9% |
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