+851.5%
DE vs WU
-39.1%
+890.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.6% | -3.5% | +0.9% | -1.3% |
| 30D | +9.0% | -2.9% | +12.0% | +10.1% |
| 3M | +19.1% | -2.3% | +21.4% | +18.3% |
| 6M | +14.4% | -25.4% | +39.8% | +25.7% |
| YTD | +45.9% | -21.2% | +67.1% | +56.3% |
| 1Y | +43.6% | -8.9% | +52.5% | +43.8% |
| 3Y | +75.9% | -29.0% | +104.8% | +91.1% |
| 5Y | +98.8% | -50.7% | +149.5% | +147.4% |
| All | +851.5% | -39.1% | +890.6% | +958.2% |
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