+227.5%
LOW vs WU
-39.1%
+266.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.7% | -3.5% | -0.3% | -2.5% |
| 30D | -8.9% | -2.9% | -5.9% | -7.9% |
| 3M | -10.4% | -2.3% | -8.1% | -11.0% |
| 6M | -19.4% | -25.4% | +6.0% | -11.3% |
| YTD | -17.1% | -21.2% | +4.1% | -11.1% |
| 1Y | -26.3% | -8.9% | -17.4% | -26.1% |
| 3Y | -9.9% | -29.0% | +19.1% | -2.2% |
| 5Y | +6.1% | -50.7% | +56.9% | +32.4% |
| All | +227.5% | -39.1% | +266.6% | +254.3% |
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