+3.8%
MSCI vs WU
-42.0%
+45.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.8% |
| 7D | +2.8% | +11.7% | -8.9% | -0.1% |
| 30D | +15.4% | +12.6% | +2.8% | +11.8% |
| 3M | +13.4% | -0.5% | +13.9% | +13.3% |
| 6M | +10.9% | -18.2% | +29.1% | +15.8% |
| YTD | +13.0% | -19.0% | +32.0% | +17.7% |
| 1Y | +12.0% | -16.7% | +28.7% | +15.6% |
| 3Y | +34.1% | -21.0% | +55.1% | +38.1% |
| All | +3.8% | -42.0% | +45.8% | +18.4% |
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