+100.3%
WY vs WU
-19.6%
+119.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -10.1% | -1.1% | -9.0% | -9.8% |
| 3M | -5.1% | -3.9% | -1.3% | -5.7% |
| 6M | -4.8% | -20.7% | +15.9% | +3.5% |
| YTD | -0.2% | -18.4% | +18.1% | +6.3% |
| 1Y | -6.6% | -8.1% | +1.4% | -7.3% |
| 3Y | -22.7% | -24.2% | +1.4% | -17.6% |
| 5Y | -22.2% | -50.4% | +28.2% | +0.3% |
| 10Y | +7.3% | -40.0% | +47.3% | +24.9% |
| All | +100.3% | -19.6% | +119.9% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling