-67.0%
SE vs WU
-51.1%
-15.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.0% |
| 7D | +0.6% | -0.8% | +1.5% | +0.8% |
| 30D | -0.1% | -1.1% | +1.0% | +0.1% |
| 3M | +34.1% | -1.8% | +35.9% | +32.3% |
| 6M | +23.2% | -23.9% | +47.1% | +33.7% |
| YTD | -11.2% | -20.4% | +9.2% | -5.7% |
| 1Y | -40.5% | -10.6% | -30.0% | -40.6% |
| 3Y | +196.3% | -27.7% | +224.0% | +216.3% |
| 5Y | -67.0% | -51.1% | -15.9% | -59.7% |
| All | -67.0% | -51.1% | -15.9% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling