+995.4%
TER vs WU
-38.9%
+1,034.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.7% | -5.9% |
| 7D | +14.4% | -2.0% | +16.4% | +15.1% |
| 30D | -30.6% | +11.4% | -42.0% | -34.5% |
| 3M | -39.2% | -6.8% | -32.4% | -38.6% |
| 6M | -31.3% | -14.6% | -16.6% | -29.6% |
| YTD | +29.1% | -20.6% | +49.7% | +35.2% |
| 1Y | +47.4% | -15.4% | +62.8% | +49.2% |
| 3Y | +191.2% | -23.6% | +214.8% | +203.1% |
| 5Y | +74.0% | -43.4% | +117.4% | +106.5% |
| All | +995.4% | -38.9% | +1,034.3% | +1,050.6% |
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