+64.8%
PR vs WU
-36.4%
+101.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -12.4% | +9.1% | -21.4% | -15.7% |
| 30D | -6.6% | +12.1% | -18.6% | -11.3% |
| 3M | +7.5% | +0.3% | +7.2% | +6.2% |
| 6M | +10.8% | -19.1% | +29.9% | +17.5% |
| YTD | +57.0% | -19.2% | +76.2% | +64.9% |
| 1Y | +67.9% | -15.3% | +83.2% | +71.9% |
| 3Y | +87.6% | -21.3% | +108.9% | +91.8% |
| 5Y | +220.4% | -41.7% | +262.0% | +271.8% |
| 10Y | +64.8% | -36.0% | +100.8% | +113.9% |
| All | +64.8% | -36.4% | +101.3% | +113.9% |
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