+22.6%
UL vs WU
-51.0%
+73.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +0.9% | -1.1% | +2.1% | +1.1% |
| 3M | +14.2% | -1.8% | +16.0% | +14.1% |
| 6M | -3.2% | -23.9% | +20.7% | +1.1% |
| YTD | -0.3% | -20.4% | +20.1% | +3.0% |
| 1Y | -8.8% | -10.6% | +1.8% | -8.1% |
| 3Y | +23.9% | -27.7% | +51.6% | +28.5% |
| All | +22.6% | -51.0% | +73.6% | +34.8% |
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