+238.8%
EQX vs WU
-32.2%
+271.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.5% |
| 7D | -3.2% | -3.5% | +0.3% | -2.6% |
| 30D | +7.8% | -2.9% | +10.7% | +8.3% |
| 3M | +21.3% | -2.3% | +23.6% | +21.0% |
| 6M | -22.4% | -25.4% | +3.0% | -19.0% |
| YTD | -11.3% | -21.2% | +9.9% | -8.5% |
| 1Y | +13.5% | -8.9% | +22.4% | +13.7% |
| 3Y | +162.1% | -29.0% | +191.1% | +171.7% |
| 5Y | +84.2% | -50.7% | +134.9% | +97.2% |
| All | +238.8% | -32.2% | +271.0% | +454.5% |
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