-6.5%
AA vs WU
-19.6%
+13.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.2% |
| 30D | +5.0% | -1.1% | +6.1% | +5.1% |
| 3M | -35.8% | -3.9% | -32.0% | -36.8% |
| 6M | -18.4% | -20.7% | +2.3% | -10.1% |
| YTD | -5.5% | -18.4% | +12.9% | +1.5% |
| 1Y | +61.0% | -8.1% | +69.0% | +56.6% |
| 3Y | +66.2% | -24.2% | +90.4% | +79.0% |
| 5Y | +11.4% | -50.4% | +61.8% | +56.3% |
| 10Y | +116.9% | -40.0% | +156.9% | +165.5% |
| All | -6.5% | -19.6% | +13.1% | -18.9% |
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 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