+457.1%
TPR vs WU
-19.6%
+476.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -2.3% | -0.8% | -1.5% | -1.9% |
| 30D | -23.0% | -1.1% | -21.9% | -23.1% |
| 3M | -12.5% | -3.9% | -8.6% | -13.4% |
| 6M | -21.4% | -20.7% | -0.8% | -14.6% |
| YTD | -3.5% | -18.4% | +14.8% | +3.0% |
| 1Y | +17.4% | -8.1% | +25.4% | +15.6% |
| 3Y | +291.3% | -24.2% | +315.4% | +317.0% |
| 5Y | +241.9% | -50.4% | +292.4% | +348.8% |
| 10Y | +322.7% | -40.0% | +362.7% | +405.0% |
| All | +457.1% | -19.6% | +476.7% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling