+384.3%
UL vs WU
-21.8%
+406.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +1.1% | -2.0% | +3.2% | +1.7% |
| 30D | +4.5% | +11.4% | -6.9% | +1.5% |
| 3M | +6.5% | -6.8% | +13.3% | +8.3% |
| 6M | +18.2% | -14.6% | +32.8% | +22.0% |
| YTD | +4.7% | -20.6% | +25.3% | +9.6% |
| 1Y | +0.8% | -15.4% | +16.1% | +3.6% |
| 3Y | +35.9% | -23.6% | +59.5% | +40.7% |
| 5Y | +33.4% | -43.4% | +76.8% | +47.6% |
| 10Y | +106.9% | -38.8% | +145.7% | +114.4% |
| All | +384.3% | -21.8% | +406.2% | +310.2% |
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