+123.4%
AS vs WU
-29.5%
+152.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.2% |
| 7D | -4.9% | -2.0% | -2.8% | -4.4% |
| 30D | +3.9% | +11.4% | -7.5% | +0.9% |
| 3M | -9.6% | -6.8% | -2.8% | -8.3% |
| 6M | -8.7% | -14.6% | +6.0% | -5.7% |
| YTD | -19.8% | -20.6% | +0.8% | -15.8% |
| 1Y | -1.5% | -15.4% | +13.8% | +0.9% |
| All | +123.4% | -29.5% | +152.9% | +147.9% |
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