+1,443.7%
FANG vs WU
-21.9%
+1,465.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +1.2% | -5.0% | +6.2% | +3.3% |
| 30D | +2.4% | -2.3% | +4.7% | +3.1% |
| 3M | +5.1% | -3.2% | +8.3% | +3.7% |
| 6M | +16.4% | -25.0% | +41.5% | +27.7% |
| YTD | +39.0% | -21.7% | +60.6% | +48.6% |
| 1Y | +50.6% | -9.0% | +59.6% | +48.6% |
| 3Y | +46.9% | -28.9% | +75.8% | +57.7% |
| 5Y | +238.2% | -51.0% | +289.3% | +325.4% |
| 10Y | +181.3% | -40.1% | +221.3% | +229.7% |
| All | +1,443.7% | -21.9% | +1,465.6% | +1,478.6% |
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