+126.0%
EXC vs WU
-20.2%
+146.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | -1.2% | +11.7% | -12.9% | -4.4% |
| 30D | +10.0% | +12.6% | -2.6% | +6.0% |
| 3M | +1.6% | -0.5% | +2.1% | +1.4% |
| 6M | +3.3% | -18.2% | +21.4% | +7.9% |
| YTD | +7.6% | -19.0% | +26.6% | +11.9% |
| 1Y | +3.5% | -16.7% | +20.1% | +6.5% |
| 3Y | +27.7% | -21.0% | +48.7% | +30.4% |
| 5Y | +41.1% | -41.7% | +82.8% | +54.8% |
| 10Y | +178.2% | -35.0% | +213.2% | +188.0% |
| All | +126.0% | -20.2% | +146.2% | +83.7% |
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 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