-39.3%
WU vs FIVE
+504.2%
-543.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | -2.0% | +2.7% | -4.7% | -2.5% |
| 30D | +11.4% | +12.7% | -1.3% | +9.1% |
| 3M | -6.8% | +2.1% | -8.9% | -7.4% |
| 6M | -14.6% | +17.5% | -32.1% | -17.4% |
| YTD | -20.6% | +31.0% | -51.6% | -24.9% |
| 1Y | -15.4% | +67.7% | -83.1% | -23.1% |
| 3Y | -23.6% | +43.4% | -67.0% | -31.9% |
| 5Y | -43.4% | +18.1% | -61.5% | -49.2% |
| All | -39.3% | +504.2% | -543.4% | -59.5% |
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