+234.9%
TPR vs WU
-43.8%
+278.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.6% |
| 7D | -0.3% | -2.0% | +1.7% | +0.4% |
| 30D | +15.1% | +11.4% | +3.7% | +11.0% |
| 3M | +3.5% | -6.8% | +10.3% | +5.8% |
| 6M | +0.4% | -14.6% | +15.1% | +4.3% |
| YTD | +4.6% | -20.6% | +25.2% | +11.2% |
| 1Y | +33.1% | -15.4% | +48.5% | +37.4% |
| 3Y | +396.0% | -23.6% | +419.6% | +421.9% |
| All | +234.9% | -43.8% | +278.7% | +296.9% |
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