+605.8%
MSCI vs WU
-41.4%
+647.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.0% |
| 7D | -2.1% | -0.8% | -1.2% | -1.8% |
| 30D | -1.7% | -1.1% | -0.6% | -1.4% |
| 3M | -8.2% | -1.8% | -6.4% | -8.7% |
| 6M | -2.4% | -23.9% | +21.5% | +5.4% |
| YTD | -2.8% | -20.4% | +17.6% | +3.1% |
| 1Y | -2.7% | -10.6% | +7.9% | -1.3% |
| 3Y | +7.3% | -27.7% | +35.0% | +14.6% |
| 5Y | -11.4% | -51.1% | +39.7% | +7.9% |
| 10Y | +605.8% | -40.7% | +646.5% | +636.6% |
| All | +605.8% | -41.4% | +647.2% | +636.6% |
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