+142.2%
AS vs WU
-28.2%
+170.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.8% | +9.1% | -3.2% | +3.4% |
| 30D | +15.4% | +12.1% | +3.3% | +11.9% |
| 3M | -11.9% | +0.3% | -12.2% | -12.3% |
| 6M | -9.9% | -19.1% | +9.2% | -5.3% |
| YTD | -13.1% | -19.2% | +6.1% | -9.2% |
| 1Y | +9.9% | -15.3% | +25.2% | +12.8% |
| All | +142.2% | -28.2% | +170.5% | +167.6% |
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