+210.1%
W vs WU
-38.9%
+249.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.6% |
| 7D | +0.2% | -2.0% | +2.2% | +1.5% |
| 30D | +6.8% | +11.4% | -4.6% | -1.9% |
| 3M | +10.7% | -6.8% | +17.5% | +15.0% |
| 6M | +86.3% | -14.6% | +101.0% | +103.7% |
| YTD | +11.5% | -20.6% | +32.1% | +26.1% |
| 1Y | +5.1% | -15.4% | +20.5% | +12.6% |
| 3Y | +171.0% | -23.6% | +194.6% | +212.4% |
| 5Y | -56.6% | -43.4% | -13.2% | -38.2% |
| All | +210.1% | -38.9% | +249.0% | +284.0% |
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 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