+243.2%
INTC vs WU
-39.5%
+282.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.3% |
| 7D | +9.4% | -5.0% | +14.4% | +11.7% |
| 30D | +2.7% | -2.3% | +4.9% | +3.4% |
| 3M | -6.3% | -3.2% | -3.1% | -7.4% |
| 6M | +114.5% | -25.0% | +139.5% | +136.3% |
| YTD | +171.9% | -21.7% | +193.5% | +191.7% |
| 1Y | +305.0% | -9.0% | +314.0% | +299.2% |
| 3Y | +168.3% | -28.9% | +197.2% | +193.2% |
| 5Y | +102.3% | -51.0% | +153.3% | +160.0% |
| All | +243.2% | -39.5% | +282.6% | +283.1% |
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