+117.1%
AA vs WU
-39.5%
+156.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.4% |
| 7D | -5.4% | -5.0% | -0.4% | -2.7% |
| 30D | -10.7% | -2.3% | -8.4% | -10.0% |
| 3M | -26.2% | -3.2% | -23.0% | -27.9% |
| 6M | -20.9% | -25.0% | +4.1% | -10.2% |
| YTD | -8.6% | -21.7% | +13.0% | +0.1% |
| 1Y | +57.4% | -9.0% | +66.3% | +53.0% |
| 3Y | +77.8% | -28.9% | +106.7% | +98.5% |
| 5Y | +2.7% | -51.0% | +53.7% | +46.6% |
| All | +117.1% | -39.5% | +156.6% | +186.0% |
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