-54.1%
Z vs WU
-40.6%
-13.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.5% | -17.2% | -13.7% |
| 7D | -2.3% | +13.0% | -15.3% | -8.1% |
| 30D | +9.4% | +14.3% | -5.0% | +2.4% |
| 3M | -16.1% | +0.1% | -16.2% | -16.3% |
| 6M | -30.4% | -17.7% | -12.7% | -25.1% |
| YTD | -55.6% | -17.3% | -38.3% | -52.5% |
| 1Y | -58.5% | -11.1% | -47.5% | -57.2% |
| 3Y | -19.6% | -19.8% | +0.2% | -14.6% |
| 5Y | -54.1% | -40.5% | -13.6% | -41.9% |
| All | -54.1% | -40.6% | -13.6% | -41.9% |
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