+505.7%
TPR vs WU
-20.2%
+525.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | 0.0% |
| 7D | +14.2% | +11.7% | +2.5% | +8.0% |
| 30D | +17.1% | +12.6% | +4.5% | +10.1% |
| 3M | -17.7% | -0.5% | -17.2% | -18.3% |
| 6M | -10.2% | -18.2% | +8.0% | -3.7% |
| YTD | +4.9% | -19.0% | +23.9% | +12.2% |
| 1Y | +36.1% | -16.7% | +52.8% | +42.8% |
| 3Y | +416.5% | -21.0% | +437.5% | +441.0% |
| 5Y | +254.8% | -41.7% | +296.5% | +325.1% |
| 10Y | +391.7% | -35.0% | +426.8% | +463.7% |
| All | +505.7% | -20.2% | +525.9% | +431.9% |
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 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