+311.2%
SPY vs WU
-39.5%
+350.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -5.0% | +3.0% | -0.5% |
| 30D | -1.7% | -2.3% | +0.6% | -1.1% |
| 3M | +4.7% | -3.2% | +8.0% | +4.1% |
| 6M | +12.5% | -25.0% | +37.5% | +21.2% |
| YTD | +11.7% | -21.7% | +33.4% | +18.2% |
| 1Y | +17.5% | -9.0% | +26.4% | +17.2% |
| 3Y | +76.6% | -28.9% | +105.4% | +87.7% |
| 5Y | +82.0% | -51.0% | +133.1% | +119.0% |
| All | +311.2% | -39.5% | +350.7% | +339.5% |
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