+365.9%
UL vs WU
-19.6%
+385.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | +0.5% | -1.1% | +1.6% | +0.7% |
| 3M | +17.6% | -3.9% | +21.5% | +17.8% |
| 6M | -5.4% | -20.7% | +15.3% | -0.5% |
| YTD | +0.7% | -18.4% | +19.1% | +4.9% |
| 1Y | -9.3% | -8.1% | -1.2% | -9.0% |
| 3Y | +24.5% | -24.2% | +48.7% | +29.2% |
| 5Y | +23.2% | -50.4% | +73.7% | +41.6% |
| 10Y | +64.5% | -40.0% | +104.5% | +71.8% |
| All | +365.9% | -19.6% | +385.5% | +292.4% |
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