+974.4%
BIDU vs WU
-21.6%
+996.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.5% | -4.4% | -5.8% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | -15.6% | -1.1% | -14.5% | -15.4% |
| 3M | -22.3% | -1.8% | -20.5% | -23.8% |
| 6M | -22.3% | -23.9% | +1.7% | -14.8% |
| YTD | -29.2% | -20.4% | -8.8% | -24.5% |
| 1Y | -14.8% | -10.6% | -4.2% | -14.9% |
| 3Y | -31.8% | -27.7% | -4.0% | -26.8% |
| 5Y | -43.1% | -51.1% | +8.0% | -28.0% |
| 10Y | -50.6% | -40.7% | -9.9% | -47.6% |
| All | +974.4% | -21.6% | +996.0% | +764.1% |
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