+376.3%
PSX vs WU
-39.5%
+415.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +1.5% | -5.0% | +6.5% | +3.6% |
| 30D | +15.8% | -2.3% | +18.1% | +16.7% |
| 3M | +43.0% | -3.2% | +46.2% | +41.7% |
| 6M | +61.1% | -25.0% | +86.1% | +77.7% |
| YTD | +104.5% | -21.7% | +126.2% | +120.3% |
| 1Y | +102.5% | -9.0% | +111.5% | +101.4% |
| 3Y | +133.5% | -28.9% | +162.4% | +154.1% |
| 5Y | +367.0% | -51.0% | +418.0% | +498.6% |
| All | +376.3% | -39.5% | +415.8% | +461.6% |
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