+77.5%
O vs WU
-39.7%
+117.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.4% | -5.3% | +4.9% | +1.1% |
| 30D | +8.3% | +9.0% | -0.7% | +5.4% |
| 3M | -4.0% | -3.6% | -0.4% | -3.3% |
| 6M | -2.6% | -19.4% | +16.8% | +2.4% |
| YTD | +9.9% | -21.7% | +31.6% | +15.8% |
| 1Y | +9.8% | -16.1% | +26.0% | +12.9% |
| 3Y | +39.7% | -24.1% | +63.9% | +45.4% |
| 5Y | +9.2% | -44.1% | +53.3% | +24.0% |
| All | +77.5% | -39.7% | +117.2% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling