-40.1%
WU vs FIVE
+505.3%
-545.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -5.3% | +2.4% | -7.7% | -5.7% |
| 30D | +9.0% | +15.8% | -6.8% | +6.3% |
| 3M | -3.6% | +3.8% | -7.3% | -4.4% |
| 6M | -19.4% | +18.5% | -37.9% | -22.1% |
| YTD | -21.7% | +31.2% | -52.9% | -25.9% |
| 1Y | -16.1% | +61.8% | -77.9% | -23.4% |
| 3Y | -24.1% | +39.9% | -64.0% | -32.0% |
| 5Y | -44.1% | +18.3% | -62.4% | -49.8% |
| All | -40.1% | +505.3% | -545.4% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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