+286.5%
C vs WU
-41.4%
+327.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.5% |
| 7D | +3.2% | -0.8% | +4.0% | +3.6% |
| 30D | +1.3% | -1.1% | +2.4% | +1.7% |
| 3M | +3.1% | -1.8% | +4.9% | +1.1% |
| 6M | +29.6% | -23.9% | +53.5% | +44.8% |
| YTD | +19.0% | -20.4% | +39.4% | +29.2% |
| 1Y | +45.6% | -10.6% | +56.2% | +46.6% |
| 3Y | +269.3% | -27.7% | +297.0% | +305.7% |
| 5Y | +131.6% | -51.1% | +182.7% | +216.9% |
| 10Y | +286.5% | -40.7% | +327.3% | +373.6% |
| All | +286.5% | -41.4% | +327.9% | +373.6% |
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