-24.5%
WU vs DTE
+728.3%
-752.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -4.9% | 0.0% | -4.9% | -5.0% |
| 30D | -1.3% | -0.5% | -0.8% | -1.1% |
| 3M | -3.6% | -6.0% | +2.5% | -0.6% |
| 6M | -24.3% | -7.2% | -17.1% | -21.8% |
| YTD | -21.1% | +7.2% | -28.3% | -24.7% |
| 1Y | -10.3% | +4.1% | -14.4% | -13.3% |
| 3Y | -28.4% | +46.9% | -75.2% | -43.2% |
| 5Y | -51.2% | +32.9% | -84.1% | -59.5% |
| 10Y | -39.6% | +144.5% | -184.1% | -67.0% |
| All | -24.5% | +728.3% | -752.8% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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