+66.9%
DD vs WU
-39.1%
+106.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | -3.5% | -3.5% | 0.0% | -2.0% |
| 30D | -11.7% | -2.9% | -8.7% | -10.6% |
| 3M | -9.2% | -2.3% | -7.0% | -10.2% |
| 6M | -7.2% | -25.4% | +18.2% | +3.6% |
| YTD | +6.6% | -21.2% | +27.8% | +15.6% |
| 1Y | +32.0% | -8.9% | +40.9% | +31.9% |
| 3Y | +42.1% | -29.0% | +71.1% | +56.0% |
| 5Y | +58.1% | -50.7% | +108.8% | +106.3% |
| All | +66.9% | -39.1% | +106.0% | +92.3% |
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