+53.5%
BAX vs WU
-19.6%
+73.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -5.5% | -1.1% | -4.4% | -5.2% |
| 3M | +33.5% | -3.9% | +37.4% | +33.7% |
| 6M | +35.9% | -20.7% | +56.5% | +43.2% |
| YTD | +35.4% | -18.4% | +53.7% | +41.5% |
| 1Y | +9.8% | -8.1% | +17.8% | +10.8% |
| 3Y | -32.7% | -24.2% | -8.6% | -29.3% |
| 5Y | -65.6% | -50.4% | -15.1% | -60.3% |
| 10Y | -34.9% | -40.0% | +5.1% | -30.2% |
| All | +53.5% | -19.6% | +73.1% | +42.9% |
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