+107.3%
PR vs WU
-40.1%
+147.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | +18.0% | -1.1% | +19.1% | +18.2% |
| 3M | +16.9% | -3.9% | +20.7% | +15.9% |
| 6M | +28.2% | -20.7% | +48.9% | +37.6% |
| YTD | +69.3% | -18.4% | +87.7% | +78.4% |
| 1Y | +69.5% | -8.1% | +77.6% | +66.9% |
| 3Y | +81.7% | -24.2% | +105.8% | +90.0% |
| 5Y | +422.2% | -50.4% | +472.7% | +573.9% |
| All | +107.3% | -40.1% | +147.4% | +157.8% |
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