+372.3%
SE vs WU
-37.8%
+410.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.9% |
| 7D | 0.0% | +11.0% | -11.0% | -4.2% |
| 30D | -19.4% | +13.4% | -32.8% | -23.5% |
| 3M | -33.1% | +2.2% | -35.3% | -34.2% |
| 6M | -11.4% | -18.2% | +6.7% | -6.1% |
| YTD | -39.8% | -18.3% | -21.5% | -36.7% |
| 1Y | -50.5% | -12.2% | -38.3% | -49.7% |
| 3Y | +68.9% | -20.8% | +89.7% | +72.6% |
| 5Y | -77.1% | -42.6% | -34.5% | -72.6% |
| All | +372.3% | -37.8% | +410.2% | +373.3% |
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