-40.4%
WU vs DTE
+137.8%
-178.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | -3.5% | -2.6% | -0.9% | -2.5% |
| 30D | -2.9% | -4.4% | +1.5% | -1.2% |
| 3M | -2.3% | -8.3% | +6.1% | +1.1% |
| 6M | -25.4% | -8.1% | -17.3% | -23.1% |
| YTD | -21.2% | +4.4% | -25.6% | -23.3% |
| 1Y | -8.9% | +0.2% | -9.0% | -9.8% |
| 3Y | -29.0% | +42.6% | -71.6% | -40.1% |
| 5Y | -50.7% | +31.5% | -82.2% | -57.1% |
| All | -40.4% | +137.8% | -178.2% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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