+50.7%
O vs WU
-39.1%
+89.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -2.9% | -3.5% | +0.6% | -1.8% |
| 30D | -4.5% | -2.9% | -1.6% | -3.8% |
| 3M | -2.6% | -2.3% | -0.4% | -3.2% |
| 6M | -5.6% | -25.4% | +19.7% | +1.7% |
| YTD | +9.3% | -21.2% | +30.5% | +15.2% |
| 1Y | +4.3% | -8.9% | +13.2% | +4.0% |
| 3Y | +27.4% | -29.0% | +56.4% | +35.8% |
| 5Y | +17.1% | -50.7% | +67.8% | +40.5% |
| All | +50.7% | -39.1% | +89.8% | +67.2% |
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 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