-35.6%
BAX vs WU
-35.7%
+0.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.3% |
| 7D | +3.6% | +11.0% | -7.4% | +0.2% |
| 30D | +8.5% | +13.4% | -4.9% | +4.2% |
| 3M | -4.9% | +2.2% | -7.1% | -5.9% |
| 6M | +47.0% | -18.2% | +65.2% | +54.3% |
| YTD | +38.4% | -18.3% | +56.7% | +45.3% |
| 1Y | +49.1% | -12.2% | +61.3% | +52.8% |
| 3Y | -14.9% | -20.8% | +5.9% | -11.0% |
| 5Y | -63.1% | -42.6% | -20.5% | -58.4% |
| 10Y | -35.6% | -35.5% | -0.1% | -32.5% |
| All | -35.6% | -35.7% | +0.1% | -32.5% |
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 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