+4.7%
WY vs WU
-39.1%
+43.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | -4.2% | -3.5% | -0.7% | -2.6% |
| 30D | -10.1% | -2.9% | -7.1% | -9.0% |
| 3M | -8.5% | -2.3% | -6.2% | -10.0% |
| 6M | -3.3% | -25.4% | +22.0% | +8.6% |
| YTD | -4.4% | -21.2% | +16.8% | +3.7% |
| 1Y | -11.5% | -8.9% | -2.6% | -12.2% |
| 3Y | -24.3% | -29.0% | +4.6% | -16.5% |
| 5Y | -21.3% | -50.7% | +29.4% | +5.0% |
| All | +4.7% | -39.1% | +43.8% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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