+204.3%
BBY vs WU
-21.6%
+225.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.1% |
| 7D | +8.1% | -0.8% | +9.0% | +8.5% |
| 30D | +8.9% | -1.1% | +10.1% | +9.4% |
| 3M | +22.0% | -1.8% | +23.9% | +20.9% |
| 6M | +37.8% | -23.9% | +61.7% | +53.0% |
| YTD | +37.3% | -20.4% | +57.7% | +49.1% |
| 1Y | +21.6% | -10.6% | +32.1% | +23.9% |
| 3Y | +41.5% | -27.7% | +69.2% | +57.7% |
| 5Y | +1.2% | -51.1% | +52.4% | +32.2% |
| 10Y | +237.8% | -40.7% | +278.5% | +294.0% |
| All | +204.3% | -21.6% | +225.9% | +182.9% |
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