-38.4%
U vs WU
-52.9%
+14.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | 0.0% | -5.0% | +4.9% | +2.2% |
| 30D | -4.1% | -2.3% | -1.8% | -3.2% |
| 3M | +57.8% | -3.2% | +61.0% | +56.7% |
| 6M | +103.5% | -25.0% | +128.6% | +127.0% |
| YTD | -4.8% | -21.7% | +16.9% | +3.9% |
| 1Y | -2.4% | -9.0% | +6.6% | -3.3% |
| 3Y | +11.7% | -28.9% | +40.5% | +24.2% |
| 5Y | -68.9% | -51.0% | -17.8% | -62.1% |
| All | -38.4% | -52.9% | +14.5% | -21.5% |
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