+160.7%
CNH vs WU
-40.9%
+201.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | +1.8% | -4.9% | +6.8% | +4.2% |
| 30D | +32.6% | -1.3% | +33.9% | +33.3% |
| 3M | +29.4% | -3.6% | +33.0% | +29.4% |
| 6M | +26.0% | -24.3% | +50.3% | +40.9% |
| YTD | +52.2% | -21.1% | +73.3% | +66.1% |
| 1Y | +23.9% | -10.3% | +34.2% | +25.7% |
| 3Y | +10.1% | -28.4% | +38.5% | +21.8% |
| 5Y | +13.2% | -51.2% | +64.4% | +49.6% |
| 10Y | +160.7% | -39.6% | +200.3% | +201.5% |
| All | +160.7% | -40.9% | +201.5% | +201.5% |
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