+381.7%
BDX vs WU
-19.6%
+401.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.3% |
| 7D | -2.5% | -0.8% | -1.7% | -2.3% |
| 30D | +8.3% | -1.1% | +9.4% | +8.4% |
| 3M | +24.4% | -3.9% | +28.3% | +24.5% |
| 6M | +9.2% | -20.7% | +29.8% | +14.0% |
| YTD | +22.7% | -18.4% | +41.1% | +27.1% |
| 1Y | +25.9% | -8.1% | +33.9% | +26.4% |
| 3Y | -10.5% | -24.2% | +13.7% | -7.0% |
| 5Y | +1.9% | -50.4% | +52.4% | +14.8% |
| 10Y | +58.7% | -40.0% | +98.7% | +66.5% |
| All | +381.7% | -19.6% | +401.3% | +345.1% |
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