+34.3%
FANG vs WU
-18.0%
+52.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.4% | -10.4% | -4.3% |
| 7D | -11.3% | +8.2% | -19.5% | -10.6% |
| 30D | -0.7% | +8.0% | -8.7% | +0.2% |
| 3M | -4.2% | -6.6% | +2.5% | -4.6% |
| 6M | -13.5% | -23.3% | +9.8% | -13.5% |
| YTD | +23.7% | -22.4% | +46.1% | +23.0% |
| 1Y | +34.3% | -18.0% | +52.3% | +33.0% |
| All | +34.3% | -18.0% | +52.3% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling