+2,806.0%
MSCI vs WU
-33.7%
+2,839.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +2.0% |
| 7D | -1.9% | +2.1% | -4.0% | -3.0% |
| 30D | +16.5% | +10.1% | +6.3% | +11.6% |
| 3M | +18.2% | -1.1% | +19.3% | +18.2% |
| 6M | +14.0% | -19.8% | +33.8% | +22.6% |
| YTD | +16.6% | -20.8% | +37.3% | +25.1% |
| 1Y | +14.8% | -15.1% | +29.9% | +19.2% |
| 3Y | +33.3% | -23.2% | +56.5% | +40.1% |
| 5Y | +9.1% | -42.6% | +51.7% | +26.7% |
| 10Y | +820.4% | -38.9% | +859.3% | +873.0% |
| All | +2,806.0% | -33.7% | +2,839.7% | +2,589.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling