+211.9%
B vs WU
-40.9%
+252.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.0% | -4.9% | +6.0% | +1.5% |
| 30D | +9.5% | -1.3% | +10.8% | +9.6% |
| 3M | +14.3% | -3.6% | +17.9% | +14.3% |
| 6M | -1.9% | -24.3% | +22.5% | +0.3% |
| YTD | +4.1% | -21.1% | +25.2% | +5.9% |
| 1Y | +56.1% | -10.3% | +66.4% | +56.4% |
| 3Y | +202.0% | -28.4% | +230.4% | +207.9% |
| 5Y | +158.8% | -51.2% | +210.0% | +168.3% |
| 10Y | +211.9% | -39.6% | +251.5% | +247.0% |
| All | +211.9% | -40.9% | +252.8% | +247.0% |
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