-7.5%
MSCI vs WU
-50.7%
+43.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | +0.6% | -1.1% | +1.7% | +0.8% |
| 3M | -7.1% | -3.9% | -3.2% | -6.8% |
| 6M | +0.8% | -20.7% | +21.5% | +5.8% |
| YTD | +1.0% | -18.4% | +19.3% | +5.0% |
| 1Y | +4.3% | -8.1% | +12.4% | +4.8% |
| 3Y | +9.9% | -24.2% | +34.1% | +14.4% |
| All | -7.5% | -50.7% | +43.2% | 0.0% |
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