+2,715.8%
MSCI vs WU
-32.2%
+2,748.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.4% |
| 7D | +2.8% | +11.7% | -8.9% | -2.0% |
| 30D | +15.4% | +12.6% | +2.8% | +9.6% |
| 3M | +13.4% | -0.5% | +13.9% | +13.2% |
| 6M | +10.9% | -18.2% | +29.1% | +18.3% |
| YTD | +13.0% | -19.0% | +32.0% | +20.1% |
| 1Y | +12.0% | -16.7% | +28.7% | +17.3% |
| 3Y | +34.1% | -21.0% | +55.1% | +39.3% |
| 5Y | +3.9% | -41.7% | +45.6% | +19.9% |
| 10Y | +802.0% | -35.0% | +837.0% | +826.1% |
| All | +2,715.8% | -32.2% | +2,748.1% | +2,482.6% |
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 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