+84.5%
PR vs WU
-38.9%
+123.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.7% |
| 7D | +6.0% | -2.0% | +8.0% | +6.7% |
| 30D | -4.2% | +11.4% | -15.6% | -8.9% |
| 3M | +10.0% | -6.8% | +16.8% | +11.9% |
| 6M | +15.6% | -14.6% | +30.2% | +19.6% |
| YTD | +68.2% | -20.6% | +88.8% | +77.7% |
| 1Y | +79.2% | -15.4% | +94.6% | +83.1% |
| 3Y | +94.9% | -23.6% | +118.5% | +101.7% |
| 5Y | +272.8% | -43.4% | +316.1% | +339.7% |
| All | +84.5% | -38.9% | +123.4% | +137.4% |
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