+62.5%
T vs WU
-39.7%
+102.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +1.6% | -5.3% | +6.9% | +3.2% |
| 30D | -2.9% | +9.0% | -11.9% | -5.4% |
| 3M | -7.5% | -3.6% | -3.9% | -6.8% |
| 6M | -9.9% | -19.4% | +9.5% | -5.5% |
| YTD | -6.4% | -21.7% | +15.3% | -1.6% |
| 1Y | -9.4% | -16.1% | +6.7% | -7.0% |
| 3Y | +64.9% | -24.1% | +89.0% | +70.4% |
| 5Y | +57.0% | -44.1% | +101.1% | +78.2% |
| All | +62.5% | -39.7% | +102.2% | +73.7% |
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 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