+160.8%
EXC vs WU
-40.9%
+201.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +0.3% | -4.9% | +5.3% | +1.6% |
| 30D | -0.9% | -1.3% | +0.4% | -0.6% |
| 3M | -2.7% | -3.6% | +0.9% | -2.9% |
| 6M | -9.4% | -24.3% | +15.0% | -3.7% |
| YTD | +3.0% | -21.1% | +24.1% | +7.9% |
| 1Y | +5.1% | -10.3% | +15.5% | +5.3% |
| 3Y | +20.6% | -28.4% | +49.0% | +26.5% |
| 5Y | +45.7% | -51.2% | +96.9% | +72.5% |
| 10Y | +160.8% | -39.6% | +200.5% | +187.5% |
| All | +160.8% | -40.9% | +201.7% | +187.5% |
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