+948.1%
FIX vs WU
-42.0%
+990.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +5.6% |
| 7D | -17.5% | +11.7% | -29.1% | -18.7% |
| 30D | -41.6% | +12.6% | -54.2% | -42.6% |
| 3M | -40.6% | -0.5% | -40.1% | -40.7% |
| 6M | -49.4% | -18.2% | -31.2% | -47.9% |
| YTD | +9.2% | -19.0% | +28.2% | +11.9% |
| 1Y | +6.5% | -16.7% | +23.1% | +8.1% |
| 3Y | +448.7% | -21.0% | +469.7% | +448.8% |
| All | +948.1% | -42.0% | +990.1% | +1,054.3% |
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