+330.3%
WM vs WU
-38.9%
+369.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +3.2% | -2.0% | +5.2% | +3.6% |
| 30D | +13.0% | +11.4% | +1.6% | +10.5% |
| 3M | +9.2% | -6.8% | +16.0% | +10.5% |
| 6M | +13.6% | -14.6% | +28.3% | +16.3% |
| YTD | +12.4% | -20.6% | +33.0% | +16.3% |
| 1Y | +21.2% | -15.4% | +36.6% | +23.5% |
| 3Y | +48.7% | -23.6% | +72.3% | +51.8% |
| 5Y | +61.9% | -43.4% | +105.3% | +76.3% |
| All | +330.3% | -38.9% | +369.2% | +346.4% |
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