-9.3%
ALB vs WU
-21.7%
+12.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.5% | +9.1% | +0.4% | +4.8% |
| 30D | -2.1% | +12.1% | -14.2% | -7.9% |
| 3M | -24.1% | +0.3% | -24.5% | -24.6% |
| 6M | -51.0% | -19.1% | -31.9% | -45.9% |
| YTD | -29.3% | -19.2% | -10.1% | -22.7% |
| 1Y | +3.2% | -15.3% | +18.4% | +8.5% |
| 3Y | -9.3% | -21.3% | +12.0% | -8.5% |
| All | -9.3% | -21.7% | +12.4% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling