+99.4%
DD vs WU
-39.7%
+139.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | +6.7% | -5.3% | +12.0% | +9.2% |
| 30D | +19.4% | +9.0% | +10.4% | +14.4% |
| 3M | +7.6% | -3.6% | +11.2% | +8.4% |
| 6M | +2.9% | -19.4% | +22.3% | +10.3% |
| YTD | +29.9% | -21.7% | +51.6% | +40.2% |
| 1Y | +28.6% | -16.1% | +44.8% | +34.1% |
| 3Y | +90.0% | -24.1% | +114.1% | +101.3% |
| 5Y | +68.1% | -44.1% | +112.3% | +103.1% |
| All | +99.4% | -39.7% | +139.2% | +127.5% |
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