+79.9%
AGG vs WU
-21.6%
+101.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.1% |
| 7D | +0.1% | -0.8% | +1.0% | +0.1% |
| 30D | -0.4% | -1.1% | +0.8% | -0.4% |
| 3M | -0.3% | -1.8% | +1.5% | -0.3% |
| 6M | -1.2% | -23.9% | +22.7% | -1.4% |
| YTD | -0.4% | -20.4% | +20.1% | -0.5% |
| 1Y | +0.4% | -10.6% | +11.0% | +0.4% |
| 3Y | +13.4% | -27.7% | +41.2% | +13.3% |
| 5Y | -1.4% | -51.1% | +49.7% | -2.0% |
| 10Y | +14.8% | -40.7% | +55.6% | +14.8% |
| All | +79.9% | -21.6% | +101.5% | +80.9% |
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