+252.8%
SPOT vs WU
-36.4%
+289.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -3.1% | -3.5% | +0.4% | -2.3% |
| 30D | +7.4% | -2.9% | +10.3% | +8.1% |
| 3M | +8.2% | -2.3% | +10.4% | +8.0% |
| 6M | +2.2% | -25.4% | +27.6% | +8.5% |
| YTD | -9.5% | -21.2% | +11.7% | -5.4% |
| 1Y | -23.8% | -8.9% | -15.0% | -23.5% |
| 3Y | +233.5% | -29.0% | +262.4% | +248.6% |
| 5Y | +112.2% | -50.7% | +162.9% | +142.3% |
| All | +252.8% | -36.4% | +289.2% | +237.1% |
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