+231.7%
RF vs WU
-37.2%
+268.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.4% |
| 7D | -1.3% | +2.1% | -3.5% | -2.7% |
| 30D | +4.6% | +10.1% | -5.5% | -1.0% |
| 3M | -8.4% | -1.1% | -7.3% | -8.7% |
| 6M | +8.9% | -19.8% | +28.6% | +18.9% |
| YTD | +8.8% | -20.8% | +29.6% | +18.6% |
| 1Y | +18.9% | -15.1% | +34.0% | +24.2% |
| 3Y | +116.0% | -23.2% | +139.2% | +131.1% |
| 5Y | +46.0% | -42.6% | +88.6% | +81.3% |
| 10Y | +231.7% | -38.9% | +270.6% | +315.6% |
| All | +231.7% | -37.2% | +268.9% | +315.6% |
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