+196.7%
EXC vs WU
-38.9%
+235.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +1.4% | -2.0% | +3.4% | +1.9% |
| 30D | +8.6% | +11.4% | -2.8% | +5.5% |
| 3M | +2.4% | -6.8% | +9.2% | +4.0% |
| 6M | +6.5% | -14.6% | +21.1% | +9.5% |
| YTD | +9.0% | -20.6% | +29.7% | +13.7% |
| 1Y | +4.6% | -15.4% | +19.9% | +6.8% |
| 3Y | +33.5% | -23.6% | +57.1% | +37.3% |
| 5Y | +41.4% | -43.4% | +84.8% | +57.4% |
| All | +196.7% | -38.9% | +235.6% | +232.2% |
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