+159.7%
GILD vs WU
-39.1%
+198.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -4.8% | -3.5% | -1.3% | -4.1% |
| 30D | +5.8% | -2.9% | +8.7% | +6.4% |
| 3M | +14.9% | -2.3% | +17.2% | +14.6% |
| 6M | -0.4% | -25.4% | +25.0% | +5.5% |
| YTD | +18.5% | -21.2% | +39.7% | +23.6% |
| 1Y | +25.1% | -8.9% | +34.0% | +25.3% |
| 3Y | +105.9% | -29.0% | +134.9% | +116.4% |
| 5Y | +143.0% | -50.7% | +193.7% | +176.9% |
| All | +159.7% | -39.1% | +198.8% | +170.5% |
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