-2.6%
AGG vs WU
-51.3%
+48.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -1.1% | -3.5% | +2.4% | -1.0% |
| 30D | -1.1% | -2.9% | +1.8% | -1.1% |
| 3M | -1.9% | -2.3% | +0.3% | -2.0% |
| 6M | -1.7% | -25.4% | +23.7% | -1.1% |
| YTD | -1.3% | -21.2% | +19.9% | -0.8% |
| 1Y | -0.7% | -8.9% | +8.1% | -0.7% |
| 3Y | +12.5% | -29.0% | +41.4% | +13.1% |
| All | -2.6% | -51.3% | +48.7% | -2.2% |
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