-76.9%
BB vs WU
-19.6%
-57.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -5.6% | -0.8% | -4.8% | -5.4% |
| 30D | -11.8% | -1.1% | -10.7% | -11.6% |
| 3M | -25.5% | -3.9% | -21.7% | -26.0% |
| 6M | +121.3% | -20.7% | +141.9% | +139.8% |
| YTD | +103.2% | -18.4% | +121.5% | +116.5% |
| 1Y | +102.6% | -8.1% | +110.7% | +102.0% |
| 3Y | +37.5% | -24.2% | +61.7% | +47.4% |
| 5Y | -30.4% | -50.4% | +20.0% | -11.0% |
| 10Y | 0.0% | -40.0% | +40.0% | +14.9% |
| All | -76.9% | -19.6% | -57.3% | -79.0% |
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 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