+56.5%
BAX vs WU
-22.0%
+78.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.5% |
| 7D | -0.6% | +2.1% | -2.7% | -1.3% |
| 30D | +6.3% | +10.1% | -3.9% | +3.4% |
| 3M | -4.6% | -1.1% | -3.4% | -4.6% |
| 6M | +50.4% | -19.8% | +70.2% | +57.6% |
| YTD | +38.0% | -20.8% | +58.8% | +45.1% |
| 1Y | +44.6% | -15.1% | +59.7% | +49.1% |
| 3Y | -15.1% | -23.2% | +8.1% | -11.0% |
| 5Y | -63.3% | -42.6% | -20.7% | -59.3% |
| 10Y | -34.4% | -38.9% | +4.5% | -30.1% |
| All | +56.5% | -22.0% | +78.5% | +46.5% |
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 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