-69.4%
CAPR vs WU
-38.9%
-30.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -7.8% |
| 7D | +5.9% | -2.0% | +7.9% | +6.7% |
| 30D | +44.6% | +11.4% | +33.2% | +33.1% |
| 3M | +126.4% | -6.8% | +133.2% | +132.7% |
| 6M | -68.6% | -14.6% | -54.0% | -65.8% |
| YTD | -67.0% | -20.6% | -46.3% | -62.6% |
| 1Y | +65.2% | -15.4% | +80.5% | +80.4% |
| 3Y | +235.6% | -23.6% | +259.2% | +279.2% |
| 5Y | +175.4% | -43.4% | +218.8% | +251.0% |
| All | -69.4% | -38.9% | -30.4% | -68.3% |
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