+471.8%
BDX vs WU
-21.8%
+493.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +2.9% | -2.0% | +4.9% | +3.4% |
| 30D | +15.4% | +11.4% | +4.0% | +12.5% |
| 3M | +20.5% | -6.8% | +27.3% | +22.3% |
| 6M | +53.2% | -14.6% | +67.8% | +57.3% |
| YTD | +45.7% | -20.6% | +66.3% | +51.7% |
| 1Y | +47.3% | -15.4% | +62.6% | +51.0% |
| 3Y | +25.1% | -23.6% | +48.7% | +29.8% |
| 5Y | +27.4% | -43.4% | +70.8% | +39.3% |
| 10Y | +95.4% | -38.8% | +134.2% | +103.9% |
| All | +471.8% | -21.8% | +493.7% | +431.2% |
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