-16.1%
Z vs WU
-36.0%
+19.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.5% |
| 7D | -4.6% | +11.7% | -16.2% | -9.6% |
| 30D | +8.3% | +12.6% | -4.3% | +2.4% |
| 3M | -11.6% | -0.5% | -11.1% | -11.5% |
| 6M | -33.6% | -18.2% | -15.5% | -28.5% |
| YTD | -56.7% | -19.0% | -37.7% | -53.3% |
| 1Y | -59.1% | -16.7% | -42.4% | -56.5% |
| 3Y | -20.4% | -21.0% | +0.7% | -14.8% |
| 5Y | -55.3% | -41.7% | -13.6% | -45.8% |
| All | -16.1% | -36.0% | +19.9% | -13.5% |
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 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