+1,052.1%
FIX vs WU
-43.2%
+1,095.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.7% |
| 7D | +17.0% | -5.3% | +22.3% | +17.6% |
| 30D | -30.6% | +9.0% | -39.6% | -31.6% |
| 3M | -35.0% | -3.6% | -31.5% | -35.0% |
| 6M | -44.0% | -19.4% | -24.6% | -42.4% |
| YTD | +21.1% | -21.7% | +42.8% | +24.6% |
| 1Y | +16.3% | -16.1% | +32.4% | +17.1% |
| 3Y | +507.4% | -24.1% | +531.5% | +510.4% |
| 5Y | +1,052.1% | -44.1% | +1,096.2% | +1,174.6% |
| All | +1,052.1% | -43.2% | +1,095.3% | +1,174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling