+238.4%
A vs WU
-39.5%
+277.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -4.6% | -5.0% | +0.4% | -2.9% |
| 30D | -4.3% | -2.3% | -2.0% | -3.6% |
| 3M | +8.9% | -3.2% | +12.2% | +8.2% |
| 6M | +24.5% | -25.0% | +49.5% | +35.3% |
| YTD | +5.8% | -21.7% | +27.5% | +12.9% |
| 1Y | +16.2% | -9.0% | +25.2% | +16.4% |
| 3Y | +28.5% | -28.9% | +57.3% | +38.8% |
| 5Y | -16.3% | -51.0% | +34.7% | +1.7% |
| All | +238.4% | -39.5% | +277.8% | +265.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling