+505.6%
MA vs WU
-41.4%
+547.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.4% |
| 7D | -1.8% | -0.8% | -0.9% | -1.4% |
| 30D | +1.4% | -1.1% | +2.5% | +1.8% |
| 3M | +17.7% | -1.8% | +19.6% | +16.3% |
| 6M | +9.7% | -23.9% | +33.6% | +21.2% |
| YTD | +0.5% | -20.4% | +20.9% | +8.5% |
| 1Y | -2.1% | -10.6% | +8.5% | -0.8% |
| 3Y | +40.1% | -27.7% | +67.8% | +52.1% |
| 5Y | +67.5% | -51.1% | +118.6% | +120.3% |
| 10Y | +505.6% | -40.7% | +546.3% | +582.5% |
| All | +505.6% | -41.4% | +547.0% | +582.5% |
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