-42.0%
WU vs DAR
-27.0%
-15.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.2% |
| 7D | -2.0% | +11.6% | -13.6% | -3.6% |
| 30D | +11.4% | -10.2% | +21.6% | +13.0% |
| 3M | -6.8% | -14.8% | +8.0% | -4.8% |
| 6M | -14.6% | -10.1% | -4.6% | -13.7% |
| YTD | -20.6% | +55.5% | -76.2% | -26.6% |
| 1Y | -15.4% | +61.7% | -77.0% | -22.3% |
| 3Y | -23.6% | +37.2% | -60.8% | -30.1% |
| All | -42.0% | -27.0% | -15.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling