+261.5%
RF vs WU
-36.4%
+297.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -0.1% | +9.1% | -9.2% | -4.9% |
| 30D | +7.0% | +12.1% | -5.1% | +0.3% |
| 3M | -7.0% | +0.3% | -7.4% | -7.9% |
| 6M | +6.8% | -19.1% | +25.9% | +16.3% |
| YTD | +9.9% | -19.2% | +29.1% | +18.7% |
| 1Y | +21.1% | -15.3% | +36.4% | +26.9% |
| 3Y | +119.6% | -21.3% | +140.9% | +132.0% |
| 5Y | +46.2% | -41.7% | +87.8% | +79.9% |
| 10Y | +261.5% | -36.0% | +297.5% | +348.9% |
| All | +261.5% | -36.4% | +297.9% | +348.9% |
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