+903.5%
WM vs WU
-19.6%
+923.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | -2.4% | -1.1% | -1.3% | -2.2% |
| 3M | +0.4% | -3.9% | +4.3% | +0.4% |
| 6M | -9.5% | -20.7% | +11.2% | -5.2% |
| YTD | +0.5% | -18.4% | +18.9% | +4.3% |
| 1Y | -1.1% | -8.1% | +7.0% | -1.3% |
| 3Y | +46.0% | -24.2% | +70.2% | +50.1% |
| 5Y | +51.8% | -50.4% | +102.3% | +72.6% |
| 10Y | +307.5% | -40.0% | +347.6% | +325.0% |
| All | +903.5% | -19.6% | +923.1% | +773.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling