+240.4%
TPR vs WU
-50.7%
+291.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -2.3% | -0.8% | -1.5% | -2.0% |
| 30D | -23.0% | -1.1% | -21.9% | -23.0% |
| 3M | -12.5% | -3.9% | -8.6% | -13.0% |
| 6M | -21.4% | -20.7% | -0.8% | -16.1% |
| YTD | -3.5% | -18.4% | +14.8% | +1.6% |
| 1Y | +17.4% | -8.1% | +25.4% | +16.1% |
| 3Y | +291.3% | -24.2% | +315.4% | +312.3% |
| All | +240.4% | -50.7% | +291.1% | +316.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling