+248.8%
EW vs WU
-37.2%
+286.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +2.5% |
| 7D | +6.5% | +2.1% | +4.4% | +5.8% |
| 30D | +22.5% | +10.1% | +12.3% | +19.2% |
| 3M | +13.0% | -1.1% | +14.1% | +12.9% |
| 6M | +37.1% | -19.8% | +56.9% | +43.6% |
| YTD | +24.1% | -20.8% | +44.9% | +29.7% |
| 1Y | +24.2% | -15.1% | +39.4% | +26.9% |
| 3Y | +64.8% | -23.2% | +88.0% | +68.8% |
| 5Y | -7.4% | -42.6% | +35.2% | +3.3% |
| 10Y | +248.8% | -38.9% | +287.7% | +256.4% |
| All | +248.8% | -37.2% | +286.0% | +256.4% |
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