+111.9%
INTC vs WU
-38.9%
+150.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.0% |
| 7D | +6.0% | -2.0% | +8.0% | +6.7% |
| 30D | -39.2% | +11.4% | -50.6% | -42.4% |
| 3M | -42.9% | -6.8% | -36.1% | -42.1% |
| 6M | -50.4% | -14.6% | -35.8% | -48.8% |
| YTD | +61.7% | -20.6% | +82.3% | +70.3% |
| 1Y | +66.1% | -15.4% | +81.5% | +69.3% |
| 3Y | +58.1% | -23.6% | +81.8% | +65.9% |
| 5Y | +27.9% | -43.4% | +71.2% | +51.2% |
| All | +111.9% | -38.9% | +150.9% | +128.8% |
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