-34.9%
AUR vs WU
-58.2%
+23.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.7% |
| 7D | +19.2% | -0.8% | +20.1% | +19.6% |
| 30D | -7.8% | -1.1% | -6.7% | -7.5% |
| 3M | +4.0% | -1.8% | +5.8% | +2.4% |
| 6M | +45.0% | -23.9% | +68.9% | +59.1% |
| YTD | +69.5% | -20.4% | +89.9% | +82.0% |
| 1Y | +13.0% | -10.6% | +23.6% | +14.1% |
| 3Y | +90.4% | -27.7% | +118.1% | +107.4% |
| 5Y | -34.2% | -51.1% | +17.0% | -22.9% |
| All | -34.9% | -58.2% | +23.3% | -24.6% |
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 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