+216.9%
B vs WU
-39.7%
+256.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.0% |
| 7D | -6.2% | -5.3% | -0.9% | -5.7% |
| 30D | -6.6% | +9.0% | -15.6% | -7.5% |
| 3M | -7.9% | -3.6% | -4.3% | -7.7% |
| 6M | -16.8% | -19.4% | +2.6% | -15.5% |
| YTD | -11.7% | -21.7% | +10.0% | -10.2% |
| 1Y | +3.5% | -16.1% | +19.6% | +4.5% |
| 3Y | +165.7% | -24.1% | +189.8% | +169.3% |
| 5Y | +108.4% | -44.1% | +152.5% | +114.9% |
| All | +216.9% | -39.7% | +256.7% | +236.9% |
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