+336.7%
RF vs WU
-41.4%
+378.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | +0.2% |
| 7D | +2.7% | -0.8% | +3.5% | +3.1% |
| 30D | -3.4% | -1.1% | -2.2% | -3.0% |
| 3M | +6.4% | -1.8% | +8.2% | +4.5% |
| 6M | +13.4% | -23.9% | +37.3% | +28.0% |
| YTD | +14.2% | -20.4% | +34.6% | +25.1% |
| 1Y | +15.7% | -10.6% | +26.3% | +16.9% |
| 3Y | +91.3% | -27.7% | +119.1% | +112.5% |
| 5Y | +89.8% | -51.1% | +140.9% | +165.5% |
| 10Y | +336.7% | -40.7% | +377.4% | +457.4% |
| All | +336.7% | -41.4% | +378.1% | +457.4% |
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