+38.6%
ALB vs WU
-38.9%
+77.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -2.1% |
| 7D | -5.8% | -2.0% | -3.7% | -4.8% |
| 30D | -4.5% | +11.4% | -15.9% | -10.3% |
| 3M | -28.1% | -6.8% | -21.3% | -25.8% |
| 6M | -53.2% | -14.6% | -38.6% | -50.6% |
| YTD | -33.3% | -20.6% | -12.7% | -27.2% |
| 1Y | -17.4% | -15.4% | -2.1% | -13.3% |
| 3Y | -14.1% | -23.6% | +9.5% | -5.0% |
| 5Y | -64.0% | -43.4% | -20.7% | -54.7% |
| All | +38.6% | -38.9% | +77.5% | +71.7% |
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