-39.6%
WU vs FIVE
+486.0%
-525.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.4% |
| 7D | -4.9% | +1.7% | -6.6% | -5.2% |
| 30D | -1.3% | +5.0% | -6.3% | -2.2% |
| 3M | -3.6% | +29.5% | -33.1% | -7.9% |
| 6M | -24.3% | +12.4% | -36.8% | -26.3% |
| YTD | -21.1% | +31.2% | -52.3% | -25.2% |
| 1Y | -10.3% | +72.9% | -83.2% | -19.2% |
| 3Y | -28.4% | +53.0% | -81.4% | -36.9% |
| 5Y | -51.2% | +34.2% | -85.4% | -57.3% |
| 10Y | -39.6% | +497.6% | -537.3% | -61.0% |
| All | -39.6% | +486.0% | -525.7% | -61.0% |
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