+384.8%
V vs WU
-40.9%
+425.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | -2.9% | -4.9% | +2.0% | -1.0% |
| 30D | +1.9% | -1.3% | +3.1% | +2.3% |
| 3M | +13.2% | -3.6% | +16.8% | +12.9% |
| 6M | +16.7% | -24.3% | +41.1% | +28.1% |
| YTD | +5.4% | -21.1% | +26.5% | +13.4% |
| 1Y | +7.7% | -10.3% | +18.0% | +8.9% |
| 3Y | +52.0% | -28.4% | +80.4% | +64.5% |
| 5Y | +67.7% | -51.2% | +118.9% | +114.3% |
| 10Y | +384.8% | -39.6% | +424.4% | +423.9% |
| All | +384.8% | -40.9% | +425.6% | +423.9% |
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