+89.2%
IT vs WU
-38.9%
+128.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.1% |
| 7D | +1.1% | -2.0% | +3.1% | +1.9% |
| 30D | -1.8% | +11.4% | -13.3% | -6.3% |
| 3M | +4.8% | -6.8% | +11.6% | +7.6% |
| 6M | +33.0% | -14.6% | +47.6% | +40.3% |
| YTD | -23.8% | -20.6% | -3.2% | -17.7% |
| 1Y | -16.5% | -15.4% | -1.2% | -12.2% |
| 3Y | -53.6% | -23.6% | -30.0% | -50.6% |
| 5Y | -42.1% | -43.4% | +1.2% | -31.8% |
| All | +89.2% | -38.9% | +128.1% | +104.6% |
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