+16.9%
TPR vs WU
-8.3%
+25.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -2.7% | -0.8% | -1.8% | -2.7% |
| 30D | -23.3% | -1.1% | -22.2% | -23.2% |
| 3M | -12.8% | -3.9% | -8.9% | -12.9% |
| 6M | -21.7% | -20.7% | -1.1% | -20.3% |
| YTD | -3.9% | -18.4% | +14.5% | -2.0% |
| 1Y | +16.9% | -8.1% | +25.0% | +17.8% |
| All | +16.9% | -8.3% | +25.2% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling