+231.1%
GM vs WU
-39.1%
+270.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -2.4% | -3.5% | +1.0% | -0.9% |
| 30D | -1.1% | -2.9% | +1.8% | +0.1% |
| 3M | +6.1% | -2.3% | +8.4% | +4.4% |
| 6M | +15.0% | -25.4% | +40.3% | +28.5% |
| YTD | +6.0% | -21.2% | +27.2% | +14.8% |
| 1Y | +47.1% | -8.9% | +56.0% | +46.4% |
| 3Y | +170.5% | -29.0% | +199.5% | +197.7% |
| 5Y | +80.5% | -50.7% | +131.2% | +139.5% |
| All | +231.1% | -39.1% | +270.2% | +280.8% |
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 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