-40.4%
WU vs EFV
+169.9%
-210.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.2% |
| 7D | -3.5% | -0.8% | -2.7% | -2.9% |
| 30D | -2.9% | +0.6% | -3.6% | -3.4% |
| 3M | -2.3% | +7.5% | -9.8% | -7.5% |
| 6M | -25.4% | +13.0% | -38.4% | -32.4% |
| YTD | -21.2% | +18.3% | -39.5% | -31.3% |
| 1Y | -8.9% | +26.7% | -35.6% | -24.8% |
| 3Y | -29.0% | +89.6% | -118.5% | -57.4% |
| 5Y | -50.7% | +98.2% | -149.0% | -71.6% |
| All | -40.4% | +169.9% | -210.3% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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