+44.3%
AR vs WU
-40.9%
+85.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -1.2% | -4.9% | +3.7% | +0.9% |
| 30D | +5.5% | -1.3% | +6.8% | +5.9% |
| 3M | +12.9% | -3.6% | +16.4% | +11.7% |
| 6M | +0.1% | -24.3% | +24.4% | +9.9% |
| YTD | +13.5% | -21.1% | +34.6% | +21.5% |
| 1Y | +21.6% | -10.3% | +31.9% | +20.5% |
| 3Y | +46.0% | -28.4% | +74.3% | +55.5% |
| 5Y | +143.7% | -51.2% | +194.9% | +218.7% |
| 10Y | +44.3% | -39.6% | +83.9% | +68.2% |
| All | +44.3% | -40.9% | +85.2% | +68.2% |
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