+72.6%
BB vs WU
-27.2%
+99.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.0% |
| 7D | +0.5% | -0.8% | +1.4% | +0.7% |
| 30D | -12.4% | -1.1% | -11.2% | -12.2% |
| 3M | -15.3% | -1.8% | -13.5% | -17.2% |
| 6M | +128.8% | -23.9% | +152.7% | +148.2% |
| YTD | +107.7% | -20.4% | +128.1% | +120.5% |
| 1Y | +103.9% | -10.6% | +114.5% | +104.1% |
| 3Y | +72.6% | -27.7% | +100.3% | +89.0% |
| All | +72.6% | -27.2% | +99.8% | +89.0% |
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