-42.5%
ALB vs WU
-51.1%
+8.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.7% |
| 7D | -4.4% | -0.8% | -3.6% | -4.1% |
| 30D | -1.2% | -1.1% | 0.0% | -0.8% |
| 3M | -13.3% | -1.8% | -11.5% | -15.1% |
| 6M | -19.8% | -23.9% | +4.2% | -10.2% |
| YTD | -7.9% | -20.4% | +12.5% | 0.0% |
| 1Y | +60.2% | -10.6% | +70.7% | +62.3% |
| 3Y | -26.4% | -27.7% | +1.3% | -17.7% |
| 5Y | -42.5% | -51.1% | +8.6% | -30.6% |
| All | -42.5% | -51.1% | +8.6% | -30.6% |
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