-48.5%
TE vs WU
-51.6%
+3.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.5% |
| 7D | +0.9% | -5.0% | +5.8% | +2.4% |
| 30D | -16.3% | -2.3% | -14.0% | -15.9% |
| 3M | -40.8% | -3.2% | -37.5% | -41.5% |
| 6M | -42.6% | -25.0% | -17.6% | -38.0% |
| YTD | -31.4% | -21.7% | -9.8% | -27.4% |
| 1Y | +144.9% | -9.0% | +153.9% | +139.6% |
| 3Y | -26.0% | -28.9% | +2.9% | -21.3% |
| 5Y | -48.5% | -51.0% | +2.5% | -41.0% |
| All | -48.5% | -51.6% | +3.1% | -41.0% |
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 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