-40.4%
WU vs MKTX
+5.0%
-45.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -3.5% | -0.2% | -3.2% | -3.5% |
| 30D | -2.9% | +0.7% | -3.7% | -3.0% |
| 3M | -2.3% | +40.8% | -43.1% | -6.7% |
| 6M | -25.4% | -8.0% | -17.4% | -24.7% |
| YTD | -21.2% | -8.7% | -12.5% | -20.5% |
| 1Y | -8.9% | -11.8% | +3.0% | -7.8% |
| 3Y | -29.0% | -24.0% | -4.9% | -27.8% |
| 5Y | -50.7% | -60.3% | +9.6% | -46.2% |
| All | -40.4% | +5.0% | -45.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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