+196.2%
W vs WU
-14.3%
+210.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.1% |
| 7D | -3.6% | +11.7% | -15.3% | -11.1% |
| 30D | +7.0% | +12.6% | -5.6% | -2.0% |
| 3M | +7.4% | -0.5% | +7.9% | +6.4% |
| 6M | +69.3% | -18.2% | +87.5% | +90.2% |
| YTD | +11.3% | -19.0% | +30.3% | +23.8% |
| 1Y | +13.2% | -16.7% | +29.9% | +22.5% |
| 3Y | +142.0% | -21.0% | +163.0% | +172.3% |
| 5Y | -54.6% | -41.7% | -12.9% | -37.5% |
| 10Y | +243.7% | -35.0% | +278.7% | +325.8% |
| All | +196.2% | -14.3% | +210.5% | +166.8% |
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