+70.9%
NDAQ vs WU
-44.4%
+115.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.3% |
| 7D | 0.0% | +2.1% | -2.1% | -0.5% |
| 30D | +16.3% | +10.1% | +6.2% | +14.1% |
| 3M | +15.8% | -1.1% | +17.0% | +15.8% |
| 6M | +24.8% | -19.8% | +44.6% | +29.3% |
| YTD | +14.1% | -20.8% | +34.8% | +18.0% |
| 1Y | +26.5% | -15.1% | +41.6% | +28.8% |
| 3Y | +119.1% | -23.2% | +142.3% | +125.6% |
| 5Y | +70.9% | -42.6% | +113.6% | +87.2% |
| All | +70.9% | -44.4% | +115.3% | +87.2% |
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