+433.8%
MAR vs WU
-39.1%
+473.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.5% | -3.5% | +2.9% | +0.9% |
| 30D | -5.4% | -2.9% | -2.5% | -4.4% |
| 3M | -15.5% | -2.3% | -13.2% | -16.6% |
| 6M | +3.0% | -25.4% | +28.3% | +13.9% |
| YTD | +8.5% | -21.2% | +29.7% | +16.9% |
| 1Y | +26.0% | -8.9% | +34.8% | +25.6% |
| 3Y | +68.6% | -29.0% | +97.6% | +84.0% |
| 5Y | +157.4% | -50.7% | +208.1% | +231.0% |
| All | +433.8% | -39.1% | +473.0% | +504.3% |
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