+1,091.2%
PSX vs WU
-16.1%
+1,107.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.3% |
| 7D | -7.8% | +11.0% | -18.9% | -11.7% |
| 30D | -9.9% | +13.4% | -23.3% | -14.5% |
| 3M | +16.9% | +2.2% | +14.7% | +15.0% |
| 6M | +48.0% | -18.2% | +66.2% | +56.1% |
| YTD | +98.3% | -18.3% | +116.6% | +107.9% |
| 1Y | +86.2% | -12.2% | +98.3% | +89.0% |
| 3Y | +144.0% | -20.8% | +164.8% | +152.4% |
| 5Y | +287.7% | -42.6% | +330.3% | +347.5% |
| 10Y | +338.3% | -35.5% | +373.8% | +385.3% |
| All | +1,091.2% | -16.1% | +1,107.3% | +989.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling