-21.6%
WY vs WU
-51.6%
+30.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.5% |
| 7D | -3.7% | -5.0% | +1.3% | -2.3% |
| 30D | -11.3% | -2.3% | -9.0% | -10.8% |
| 3M | -8.1% | -3.2% | -4.9% | -8.8% |
| 6M | -7.4% | -25.0% | +17.6% | -0.2% |
| YTD | -4.7% | -21.7% | +17.0% | +0.8% |
| 1Y | -9.2% | -9.0% | -0.2% | -9.6% |
| 3Y | -24.7% | -28.9% | +4.2% | -19.4% |
| 5Y | -21.6% | -51.0% | +29.5% | -7.1% |
| All | -21.6% | -51.6% | +30.0% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling