+68.4%
T vs WU
-40.9%
+109.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -3.1% | -4.9% | +1.8% | -1.7% |
| 30D | +4.6% | -1.3% | +5.9% | +4.9% |
| 3M | +12.2% | -3.6% | +15.8% | +11.9% |
| 6M | -6.5% | -24.3% | +17.9% | -0.1% |
| YTD | +4.9% | -21.1% | +26.0% | +10.2% |
| 1Y | -10.5% | -10.3% | -0.2% | -10.2% |
| 3Y | +104.6% | -28.4% | +132.9% | +115.7% |
| 5Y | +64.2% | -51.2% | +115.4% | +97.0% |
| 10Y | +68.4% | -39.6% | +108.1% | +83.0% |
| All | +68.4% | -40.9% | +109.3% | +83.0% |
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