+90.0%
IT vs WU
-39.5%
+129.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | -12.7% | -5.0% | -7.7% | -10.8% |
| 30D | -8.9% | -2.3% | -6.6% | -8.1% |
| 3M | +10.1% | -3.2% | +13.4% | +10.9% |
| 6M | +7.3% | -25.0% | +32.3% | +18.8% |
| YTD | -32.4% | -21.7% | -10.7% | -26.4% |
| 1Y | -26.6% | -9.0% | -17.7% | -25.5% |
| 3Y | -51.8% | -28.9% | -22.9% | -47.3% |
| 5Y | -45.6% | -51.0% | +5.4% | -31.6% |
| All | +90.0% | -39.5% | +129.5% | +109.9% |
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