-68.0%
U vs WU
-51.1%
-16.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.9% |
| 7D | +4.5% | -0.8% | +5.3% | +4.8% |
| 30D | -0.6% | -1.1% | +0.5% | -0.2% |
| 3M | +48.4% | -1.8% | +50.2% | +46.0% |
| 6M | +115.4% | -23.9% | +139.3% | +141.7% |
| YTD | -3.2% | -20.4% | +17.2% | +5.8% |
| 1Y | -6.0% | -10.6% | +4.5% | -6.1% |
| 3Y | +13.5% | -27.7% | +41.2% | +26.3% |
| 5Y | -68.0% | -51.1% | -16.9% | -59.3% |
| All | -68.0% | -51.1% | -16.9% | -59.3% |
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