-20.4%
Z vs WU
-21.7%
+1.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.6% |
| 7D | -4.6% | +11.7% | -16.2% | -9.4% |
| 30D | +8.3% | +12.6% | -4.3% | +2.6% |
| 3M | -11.6% | -0.5% | -11.1% | -11.7% |
| 6M | -33.6% | -18.2% | -15.5% | -28.9% |
| YTD | -56.7% | -19.0% | -37.7% | -53.5% |
| 1Y | -59.1% | -16.7% | -42.4% | -56.8% |
| 3Y | -20.4% | -21.0% | +0.7% | -16.9% |
| All | -20.4% | -21.7% | +1.3% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling