+70.3%
PR vs WU
-35.7%
+106.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.2% | +0.5% |
| 7D | -9.5% | +11.0% | -20.5% | -13.5% |
| 30D | -5.7% | +13.4% | -19.1% | -10.8% |
| 3M | +3.0% | +2.2% | +0.8% | +1.0% |
| 6M | +11.8% | -18.2% | +30.0% | +18.1% |
| YTD | +58.5% | -18.3% | +76.8% | +65.7% |
| 1Y | +69.9% | -12.2% | +82.0% | +71.1% |
| 3Y | +84.9% | -20.8% | +105.7% | +88.7% |
| 5Y | +246.4% | -42.6% | +289.0% | +307.8% |
| 10Y | +70.3% | -35.5% | +105.8% | +119.9% |
| All | +70.3% | -35.7% | +106.0% | +119.9% |
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