+125.6%
EW vs WU
-40.9%
+166.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -5.1% | -4.9% | -0.2% | -3.8% |
| 30D | -6.4% | -1.3% | -5.1% | -6.1% |
| 3M | -1.6% | -3.6% | +2.0% | -1.8% |
| 6M | +2.3% | -24.3% | +26.6% | +9.1% |
| YTD | +1.1% | -21.1% | +22.2% | +6.1% |
| 1Y | +8.0% | -10.3% | +18.3% | +8.2% |
| 3Y | +16.3% | -28.4% | +44.7% | +22.6% |
| 5Y | -29.4% | -51.2% | +21.8% | -16.1% |
| 10Y | +125.6% | -39.6% | +165.2% | +132.2% |
| All | +125.6% | -40.9% | +166.5% | +132.2% |
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