+364.8%
ALL vs WU
-40.9%
+405.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -2.2% | -4.9% | +2.7% | -0.6% |
| 30D | -5.6% | -1.3% | -4.3% | -5.3% |
| 3M | +17.2% | -3.6% | +20.8% | +17.1% |
| 6M | +23.2% | -24.3% | +47.6% | +33.4% |
| YTD | +23.6% | -21.1% | +44.7% | +31.5% |
| 1Y | +29.2% | -10.3% | +39.5% | +30.1% |
| 3Y | +153.8% | -28.4% | +182.2% | +170.8% |
| 5Y | +116.1% | -51.2% | +167.3% | +166.2% |
| 10Y | +364.8% | -39.6% | +404.5% | +422.8% |
| All | +364.8% | -40.9% | +405.7% | +422.8% |
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