-16.9%
Z vs WU
-37.2%
+20.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +3.1% |
| 7D | -13.1% | +2.1% | -15.2% | -14.4% |
| 30D | +5.9% | +10.1% | -4.3% | +1.0% |
| 3M | -13.7% | -1.1% | -12.5% | -13.4% |
| 6M | -27.1% | -19.8% | -7.3% | -20.8% |
| YTD | -56.8% | -20.8% | -36.0% | -53.0% |
| 1Y | -60.2% | -15.1% | -45.1% | -58.1% |
| 3Y | -19.7% | -23.2% | +3.5% | -13.1% |
| 5Y | -53.7% | -42.6% | -11.1% | -43.4% |
| 10Y | -16.9% | -38.9% | +22.0% | -14.3% |
| All | -16.9% | -37.2% | +20.3% | -14.3% |
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