+81.7%
SPY vs WU
-51.4%
+133.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.4% | -4.9% | +4.6% | +0.7% |
| 30D | -1.4% | -1.3% | -0.1% | -1.2% |
| 3M | +3.7% | -3.6% | +7.3% | +3.3% |
| 6M | +13.0% | -24.3% | +37.3% | +19.1% |
| YTD | +12.4% | -21.1% | +33.5% | +17.0% |
| 1Y | +18.5% | -10.3% | +28.8% | +18.7% |
| 3Y | +77.6% | -28.4% | +106.0% | +85.4% |
| 5Y | +81.7% | -51.2% | +132.9% | +107.1% |
| All | +81.7% | -51.4% | +133.1% | +107.1% |
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 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