+73.1%
MA vs WU
-50.7%
+123.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | +1.5% | -1.1% | +2.6% | +1.8% |
| 3M | +20.4% | -3.9% | +24.3% | +20.3% |
| 6M | +11.1% | -20.7% | +31.8% | +18.4% |
| YTD | +2.0% | -18.4% | +20.3% | +7.4% |
| 1Y | -2.2% | -8.1% | +5.9% | -1.8% |
| 3Y | +41.9% | -24.2% | +66.0% | +48.8% |
| All | +73.1% | -50.7% | +123.7% | +113.7% |
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