+56.7%
BDX vs WU
-39.1%
+95.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -3.2% | -3.5% | +0.3% | -2.3% |
| 30D | -2.5% | -2.9% | +0.4% | -1.9% |
| 3M | +21.4% | -2.3% | +23.7% | +20.9% |
| 6M | +10.4% | -25.4% | +35.8% | +17.6% |
| YTD | +18.8% | -21.2% | +40.0% | +24.6% |
| 1Y | +21.7% | -8.9% | +30.5% | +22.3% |
| 3Y | -10.0% | -29.0% | +19.0% | -4.7% |
| 5Y | -1.8% | -50.7% | +48.9% | +12.4% |
| All | +56.7% | -39.1% | +95.8% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling