-21.9%
WU vs DAR
+1,470.8%
-1,492.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -0.8% | +1.4% | -2.2% | -1.2% |
| 30D | -1.1% | +12.8% | -13.9% | -4.2% |
| 3M | -3.9% | +7.4% | -11.2% | -5.9% |
| 6M | -20.7% | +22.3% | -42.9% | -25.0% |
| YTD | -18.4% | +81.1% | -99.4% | -30.1% |
| 1Y | -8.1% | +106.5% | -114.6% | -24.4% |
| 3Y | -24.2% | +5.3% | -29.5% | -29.0% |
| 5Y | -50.4% | -11.5% | -38.9% | -53.2% |
| 10Y | -40.0% | +353.3% | -393.4% | -66.0% |
| All | -21.9% | +1,470.8% | -1,492.7% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling