-59.6%
ACHR vs WU
-53.5%
-6.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -7.5% |
| 7D | -9.2% | -2.0% | -7.2% | -8.5% |
| 30D | -1.0% | +11.4% | -12.4% | -6.4% |
| 3M | -42.2% | -6.8% | -35.4% | -40.9% |
| 6M | -38.2% | -14.6% | -23.6% | -35.6% |
| YTD | -46.4% | -20.6% | -25.8% | -42.4% |
| 1Y | -49.4% | -15.4% | -34.0% | -47.4% |
| 3Y | -22.5% | -23.6% | +1.1% | -16.7% |
| 5Y | -29.8% | -43.4% | +13.6% | -17.0% |
| All | -59.6% | -53.5% | -6.1% | -52.5% |
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