+198.3%
W vs WU
-13.6%
+211.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.5% |
| 7D | +1.1% | +11.0% | -10.0% | -6.4% |
| 30D | +6.4% | +13.4% | -7.0% | -2.9% |
| 3M | +9.0% | +2.2% | +6.7% | +5.9% |
| 6M | +69.8% | -18.2% | +88.0% | +90.7% |
| YTD | +12.1% | -18.3% | +30.3% | +23.8% |
| 1Y | 0.0% | -12.2% | +12.2% | +4.4% |
| 3Y | +160.3% | -20.8% | +181.2% | +192.2% |
| 5Y | -53.3% | -42.6% | -10.7% | -35.1% |
| 10Y | +217.0% | -35.5% | +252.4% | +293.5% |
| All | +198.3% | -13.6% | +211.9% | +167.0% |
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