-24.2%
AA vs WU
-22.9%
-1.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | +5.3% | -5.3% | +10.6% | +8.7% |
| 30D | -2.3% | +9.0% | -11.3% | -8.4% |
| 3M | -20.8% | -3.6% | -17.3% | -20.4% |
| 6M | -39.8% | -19.4% | -20.4% | -34.7% |
| YTD | -23.3% | -21.7% | -1.6% | -16.5% |
| 1Y | +1.8% | -16.1% | +18.0% | +5.6% |
| 3Y | +69.5% | -24.1% | +93.7% | +81.2% |
| 5Y | -18.0% | -44.1% | +26.2% | +4.0% |
| 10Y | +45.7% | -39.6% | +85.3% | +75.4% |
| All | -24.2% | -22.9% | -1.3% | -33.3% |
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 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