+163.6%
W vs WU
-13.6%
+177.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.2% |
| 7D | -4.2% | -0.8% | -3.3% | -3.6% |
| 30D | -7.6% | -1.1% | -6.5% | -7.2% |
| 3M | +37.2% | -3.9% | +41.0% | +39.3% |
| 6M | +26.3% | -20.7% | +47.0% | +45.0% |
| YTD | -1.0% | -18.4% | +17.4% | +10.4% |
| 1Y | +20.1% | -8.1% | +28.1% | +21.5% |
| 3Y | +37.8% | -24.2% | +62.0% | +59.8% |
| 5Y | -63.7% | -50.4% | -13.2% | -44.6% |
| 10Y | +156.3% | -40.0% | +196.4% | +232.1% |
| All | +163.6% | -13.6% | +177.2% | +138.1% |
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