-4.3%
M vs WU
-35.7%
+31.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | -0.2% |
| 7D | +5.0% | +11.0% | -6.0% | -1.6% |
| 30D | +10.6% | +13.4% | -2.8% | +2.4% |
| 3M | +1.6% | +2.2% | -0.6% | -0.6% |
| 6M | +30.8% | -18.2% | +49.0% | +42.8% |
| YTD | +16.9% | -18.3% | +35.2% | +26.2% |
| 1Y | +26.3% | -12.2% | +38.4% | +29.7% |
| 3Y | +158.6% | -20.8% | +179.4% | +174.0% |
| 5Y | +2.1% | -42.6% | +44.7% | +32.0% |
| 10Y | -4.3% | -35.5% | +31.1% | +14.1% |
| All | -4.3% | -35.7% | +31.4% | +14.1% |
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