+92.3%
MA vs WU
-42.0%
+134.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +2.3% | +11.7% | -9.4% | -1.3% |
| 30D | +14.7% | +12.6% | +2.1% | +10.3% |
| 3M | +13.5% | -0.5% | +14.0% | +13.3% |
| 6M | +33.1% | -18.2% | +51.3% | +40.1% |
| YTD | +15.1% | -19.0% | +34.1% | +21.1% |
| 1Y | +18.7% | -16.7% | +35.4% | +23.6% |
| 3Y | +72.1% | -21.0% | +93.1% | +76.8% |
| All | +92.3% | -42.0% | +134.3% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling