+310.3%
TPR vs WU
-24.9%
+335.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | -23.0% | -1.1% | -21.9% | -23.0% |
| 3M | -12.5% | -3.9% | -8.6% | -12.8% |
| 6M | -21.4% | -20.7% | -0.8% | -16.9% |
| YTD | -3.5% | -18.4% | +14.8% | +0.9% |
| 1Y | +17.4% | -8.1% | +25.4% | +16.2% |
| All | +310.3% | -24.9% | +335.2% | +329.1% |
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