+41.6%
AA vs WU
-38.9%
+80.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.5% |
| 7D | +0.5% | -2.0% | +2.5% | +1.5% |
| 30D | -0.6% | +11.4% | -12.0% | -7.4% |
| 3M | -19.7% | -6.8% | -12.8% | -17.4% |
| 6M | -41.6% | -14.6% | -27.0% | -38.9% |
| YTD | -24.6% | -20.6% | -4.0% | -18.8% |
| 1Y | +4.9% | -15.4% | +20.2% | +7.9% |
| 3Y | +66.8% | -23.6% | +90.4% | +77.0% |
| 5Y | -19.4% | -43.4% | +24.0% | +1.7% |
| All | +41.6% | -38.9% | +80.5% | +70.7% |
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