+39.5%
PL vs WU
-60.0%
+99.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +10.0% | -2.0% | +12.1% | +10.6% |
| 30D | -2.3% | +11.4% | -13.7% | -5.9% |
| 3M | -44.2% | -6.8% | -37.4% | -43.4% |
| 6M | -66.1% | -14.6% | -51.5% | -65.1% |
| YTD | -30.0% | -20.6% | -9.3% | -26.8% |
| 1Y | +21.0% | -15.4% | +36.4% | +23.5% |
| 3Y | +516.5% | -23.6% | +540.1% | +549.6% |
| 5Y | +32.0% | -43.4% | +75.4% | +49.8% |
| All | +39.5% | -60.0% | +99.5% | +62.3% |
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