+196.2%
PAAS vs WU
-38.9%
+235.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.8% |
| 7D | -8.9% | -2.0% | -6.9% | -8.6% |
| 30D | -11.4% | +11.4% | -22.8% | -13.1% |
| 3M | -20.4% | -6.8% | -13.6% | -19.7% |
| 6M | -40.7% | -14.6% | -26.1% | -39.6% |
| YTD | -26.9% | -20.6% | -6.3% | -25.0% |
| 1Y | -3.1% | -15.4% | +12.3% | -1.6% |
| 3Y | +199.3% | -23.6% | +222.9% | +205.0% |
| 5Y | +48.3% | -43.4% | +91.7% | +58.1% |
| All | +196.2% | -38.9% | +235.1% | +237.3% |
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