+87.3%
ALB vs WU
-40.9%
+128.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.4% |
| 7D | -8.6% | -4.9% | -3.7% | -6.1% |
| 30D | -4.0% | -1.3% | -2.8% | -3.6% |
| 3M | -17.4% | -3.6% | -13.8% | -18.4% |
| 6M | -25.4% | -24.3% | -1.0% | -15.2% |
| YTD | -10.5% | -21.1% | +10.6% | -1.4% |
| 1Y | +75.8% | -10.3% | +86.1% | +78.1% |
| 3Y | -28.5% | -28.4% | -0.2% | -17.9% |
| 5Y | -45.1% | -51.2% | +6.1% | -24.4% |
| 10Y | +87.3% | -39.6% | +127.0% | +133.0% |
| All | +87.3% | -40.9% | +128.2% | +133.0% |
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