+1,254.4%
AAPL vs WU
-39.5%
+1,293.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | -0.5% | -5.0% | +4.5% | +1.3% |
| 30D | +7.1% | -2.3% | +9.4% | +7.8% |
| 3M | +12.1% | -3.2% | +15.3% | +12.3% |
| 6M | +25.4% | -25.0% | +50.5% | +37.3% |
| YTD | +20.5% | -21.7% | +42.1% | +29.3% |
| 1Y | +44.5% | -9.0% | +53.5% | +45.2% |
| 3Y | +85.8% | -28.9% | +114.6% | +101.0% |
| 5Y | +124.8% | -51.0% | +175.8% | +178.0% |
| All | +1,254.4% | -39.5% | +1,293.8% | +1,358.2% |
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