+416.5%
TPR vs WU
-21.7%
+438.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +14.2% | +11.7% | +2.5% | +11.1% |
| 30D | +17.1% | +12.6% | +4.5% | +13.6% |
| 3M | -17.7% | -0.5% | -17.2% | -18.0% |
| 6M | -10.2% | -18.2% | +8.0% | -5.8% |
| YTD | +4.9% | -19.0% | +23.9% | +10.0% |
| 1Y | +36.1% | -16.7% | +52.8% | +40.8% |
| 3Y | +416.5% | -21.0% | +437.5% | +430.8% |
| All | +416.5% | -21.7% | +438.2% | +430.8% |
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 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