-19.0%
BAX vs WU
-23.0%
+4.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.7% |
| 30D | +4.1% | +11.4% | -7.3% | +0.1% |
| 3M | -4.5% | -6.8% | +2.3% | -2.6% |
| 6M | +49.2% | -14.6% | +63.9% | +55.0% |
| YTD | +35.2% | -20.6% | +55.9% | +44.7% |
| 1Y | +38.3% | -15.4% | +53.7% | +44.0% |
| 3Y | -19.0% | -23.6% | +4.6% | -14.2% |
| All | -19.0% | -23.0% | +4.0% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling