+272.5%
RF vs WU
-36.0%
+308.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.7% |
| 7D | -0.9% | +11.7% | -12.6% | -6.8% |
| 30D | +6.0% | +12.6% | -6.6% | -0.9% |
| 3M | -8.9% | -0.5% | -8.4% | -9.4% |
| 6M | +2.3% | -18.2% | +20.5% | +10.7% |
| YTD | +7.6% | -19.0% | +26.5% | +16.0% |
| 1Y | +21.2% | -16.7% | +37.8% | +28.1% |
| 3Y | +108.5% | -21.0% | +129.6% | +119.8% |
| 5Y | +43.2% | -41.7% | +84.9% | +76.3% |
| All | +272.5% | -36.0% | +308.5% | +374.1% |
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