+562.3%
SE vs WU
-40.4%
+602.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -4.8% | -5.0% | +0.2% | -2.9% |
| 30D | -18.1% | -2.3% | -15.8% | -17.5% |
| 3M | +30.6% | -3.2% | +33.9% | +29.5% |
| 6M | +20.8% | -25.0% | +45.8% | +32.9% |
| YTD | -15.6% | -21.7% | +6.1% | -9.3% |
| 1Y | -44.2% | -9.0% | -35.3% | -44.7% |
| 3Y | +181.5% | -28.9% | +210.4% | +204.1% |
| 5Y | -66.9% | -51.0% | -15.9% | -57.5% |
| All | +562.3% | -40.4% | +602.7% | +578.5% |
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