+116.2%
EXC vs WU
-19.6%
+135.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | -3.7% | -1.1% | -2.6% | -3.5% |
| 3M | -1.3% | -3.9% | +2.6% | -1.4% |
| 6M | -9.7% | -20.7% | +11.0% | -4.9% |
| YTD | +2.9% | -18.4% | +21.3% | +7.1% |
| 1Y | +4.4% | -8.1% | +12.5% | +4.1% |
| 3Y | +22.2% | -24.2% | +46.4% | +26.4% |
| 5Y | +46.7% | -50.4% | +97.2% | +70.2% |
| 10Y | +155.3% | -40.0% | +195.4% | +171.8% |
| All | +116.2% | -19.6% | +135.8% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling