-77.4%
CAPR vs WU
-41.4%
-36.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -1.9% |
| 7D | -9.5% | -0.8% | -8.6% | -9.0% |
| 30D | +121.5% | -1.1% | +122.6% | +121.1% |
| 3M | -65.4% | -1.8% | -63.6% | -65.5% |
| 6M | -67.5% | -23.9% | -43.6% | -61.2% |
| YTD | -68.6% | -20.4% | -48.2% | -64.1% |
| 1Y | +42.7% | -10.6% | +53.3% | +52.2% |
| 3Y | +43.4% | -27.7% | +71.1% | +69.2% |
| 5Y | +86.0% | -51.1% | +137.2% | +164.0% |
| 10Y | -77.4% | -40.7% | -36.7% | -75.9% |
| All | -77.4% | -41.4% | -36.0% | -75.9% |
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