+14.4%
FIX vs WU
-18.0%
+32.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.4% | -20.5% | -13.5% |
| 7D | -18.9% | +8.2% | -27.1% | -16.9% |
| 30D | -36.3% | +8.0% | -44.3% | -34.6% |
| 3M | -38.5% | -6.6% | -31.9% | -38.7% |
| 6M | -42.3% | -23.3% | -19.0% | -44.0% |
| YTD | +17.1% | -22.4% | +39.5% | +13.7% |
| 1Y | +14.4% | -18.0% | +32.4% | +10.8% |
| All | +14.4% | -18.0% | +32.4% | +10.8% |
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