+514.5%
ALB vs WU
-19.6%
+534.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -3.9% |
| 7D | -8.1% | -0.8% | -7.2% | -7.6% |
| 30D | +6.3% | -1.1% | +7.4% | +6.7% |
| 3M | -23.6% | -3.9% | -19.7% | -24.0% |
| 6M | -24.6% | -20.7% | -4.0% | -16.9% |
| YTD | -10.3% | -18.4% | +8.1% | -3.1% |
| 1Y | +61.5% | -8.1% | +69.5% | +62.1% |
| 3Y | -34.0% | -24.2% | -9.8% | -26.5% |
| 5Y | -44.6% | -50.4% | +5.9% | -25.4% |
| 10Y | +76.1% | -40.0% | +116.1% | +110.2% |
| All | +514.5% | -19.6% | +534.1% | +456.4% |
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