-68.2%
CAPR vs WU
-35.7%
-32.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.2% | -11.1% | -10.7% |
| 7D | +7.6% | +11.0% | -3.4% | -0.3% |
| 30D | +13.3% | +13.4% | -0.1% | +3.6% |
| 3M | +130.4% | +2.2% | +128.2% | +123.0% |
| 6M | -70.8% | -18.2% | -52.6% | -67.0% |
| YTD | -69.3% | -18.3% | -51.0% | -65.7% |
| 1Y | +59.5% | -12.2% | +71.7% | +71.0% |
| 3Y | +216.8% | -20.8% | +237.6% | +251.4% |
| 5Y | +152.7% | -42.6% | +195.3% | +220.8% |
| 10Y | -68.2% | -35.5% | -32.7% | -66.7% |
| All | -68.2% | -35.7% | -32.5% | -66.7% |
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