+13.6%
TPR vs WU
-11.3%
+24.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -3.7% |
| 7D | -3.4% | -0.8% | -2.5% | -3.3% |
| 30D | -27.3% | -1.1% | -26.2% | -27.3% |
| 3M | -16.2% | -1.8% | -14.4% | -16.6% |
| 6M | -17.9% | -23.9% | +6.0% | -16.2% |
| YTD | -7.1% | -20.4% | +13.3% | -5.2% |
| 1Y | +13.6% | -10.6% | +24.2% | +15.2% |
| All | +13.6% | -11.3% | +24.9% | +15.2% |
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 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