+45.2%
PL vs WU
-59.3%
+104.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -0.3% | +14.8% | +14.6% |
| 7D | +10.9% | +9.1% | +1.8% | +7.7% |
| 30D | -16.4% | +12.1% | -28.4% | -19.6% |
| 3M | -39.9% | +0.3% | -40.3% | -40.3% |
| 6M | -63.2% | -19.1% | -44.0% | -61.3% |
| YTD | -27.1% | -19.2% | -7.9% | -24.2% |
| 1Y | +12.2% | -15.3% | +27.5% | +14.5% |
| 3Y | +584.3% | -21.3% | +605.6% | +615.5% |
| 5Y | +37.0% | -41.7% | +78.7% | +54.6% |
| All | +45.2% | -59.3% | +104.5% | +68.1% |
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