-40.4%
WU vs USFR
+28.1%
-68.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -2.9% | +0.4% | -3.3% | -3.2% |
| 3M | -2.3% | +1.0% | -3.3% | -3.2% |
| 6M | -25.4% | +2.0% | -27.4% | -26.7% |
| YTD | -21.2% | +2.8% | -24.0% | -23.1% |
| 1Y | -8.9% | +4.1% | -12.9% | -12.2% |
| 3Y | -29.0% | +14.1% | -43.1% | -36.5% |
| 5Y | -50.7% | +20.6% | -71.3% | -58.1% |
| All | -40.4% | +28.1% | -68.5% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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