-40.4%
WU vs SPY
+322.5%
-362.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | -3.5% | -0.8% | -2.7% | -2.9% |
| 30D | -2.9% | -1.1% | -1.9% | -2.1% |
| 3M | -2.3% | +3.9% | -6.1% | -5.2% |
| 6M | -25.4% | +13.6% | -39.0% | -32.5% |
| YTD | -21.2% | +12.7% | -33.9% | -28.4% |
| 1Y | -8.9% | +17.5% | -26.4% | -19.9% |
| 3Y | -29.0% | +76.9% | -105.9% | -55.4% |
| 5Y | -50.7% | +83.6% | -134.3% | -70.4% |
| All | -40.4% | +322.5% | -362.8% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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