+44.1%
PL vs WU
-58.8%
+103.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +5.6% | +11.0% | -5.4% | +2.1% |
| 30D | -16.9% | +13.4% | -30.3% | -20.4% |
| 3M | -38.2% | +2.2% | -40.5% | -38.9% |
| 6M | -63.4% | -18.2% | -45.2% | -61.7% |
| YTD | -27.6% | -18.3% | -9.4% | -24.9% |
| 1Y | +6.6% | -12.2% | +18.7% | +7.6% |
| 3Y | +557.6% | -20.8% | +578.4% | +586.4% |
| 5Y | +39.5% | -42.6% | +82.1% | +57.1% |
| All | +44.1% | -58.8% | +103.0% | +66.4% |
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