-2.6%
BDX vs WU
-51.6%
+49.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -5.4% | -5.0% | -0.4% | -4.4% |
| 30D | -2.2% | -2.3% | +0.1% | -1.8% |
| 3M | +20.1% | -3.2% | +23.3% | +19.9% |
| 6M | +9.1% | -25.0% | +34.1% | +15.2% |
| YTD | +17.9% | -21.7% | +39.5% | +23.1% |
| 1Y | +22.1% | -9.0% | +31.0% | +22.7% |
| 3Y | -10.5% | -28.9% | +18.3% | -6.1% |
| 5Y | -2.6% | -51.0% | +48.4% | +4.3% |
| All | -2.6% | -51.6% | +49.0% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling