-12.8%
EW vs WU
-42.0%
+29.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +12.3% | +9.1% | +3.2% | +10.5% |
| 30D | +22.9% | +12.1% | +10.8% | +20.3% |
| 3M | +16.7% | +0.3% | +16.4% | +16.4% |
| 6M | +31.0% | -19.1% | +50.1% | +35.0% |
| YTD | +22.8% | -19.2% | +42.1% | +26.2% |
| 1Y | +25.6% | -15.3% | +40.8% | +27.4% |
| 3Y | +62.0% | -21.3% | +83.3% | +63.4% |
| 5Y | -12.8% | -41.7% | +28.9% | -3.7% |
| All | -12.8% | -42.0% | +29.2% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling