+23.9%
UL vs WWD
+164.2%
-140.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -1.3% | +0.8% | -2.1% | -1.3% |
| 30D | +0.9% | -6.4% | +7.3% | +1.1% |
| 3M | +14.2% | -5.6% | +19.9% | +14.0% |
| 6M | -3.2% | -9.1% | +5.9% | -3.1% |
| YTD | -0.3% | +12.5% | -12.8% | -1.2% |
| 1Y | -8.8% | +41.3% | -50.1% | -10.5% |
| 3Y | +23.9% | +170.2% | -146.4% | +11.5% |
| All | +23.9% | +164.2% | -140.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling