-36.9%
BAX vs WU
-40.9%
+3.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -5.1% | -4.9% | -0.2% | -3.6% |
| 30D | -12.2% | -1.3% | -10.9% | -11.9% |
| 3M | +21.8% | -3.6% | +25.4% | +21.7% |
| 6M | +36.3% | -24.3% | +60.6% | +47.2% |
| YTD | +27.8% | -21.1% | +48.9% | +36.1% |
| 1Y | -0.1% | -10.3% | +10.3% | +1.7% |
| 3Y | -33.3% | -28.4% | -4.9% | -28.1% |
| 5Y | -67.1% | -51.2% | -15.9% | -60.6% |
| 10Y | -36.9% | -39.6% | +2.7% | -32.8% |
| All | -36.9% | -40.9% | +3.9% | -32.8% |
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