-2.1%
MA vs WU
-11.3%
+9.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.0% |
| 7D | -1.8% | -0.8% | -0.9% | -1.6% |
| 30D | +1.4% | -1.1% | +2.5% | +1.6% |
| 3M | +17.7% | -1.8% | +19.6% | +16.6% |
| 6M | +9.7% | -23.9% | +33.6% | +15.3% |
| YTD | +0.5% | -20.4% | +20.9% | +4.6% |
| 1Y | -2.1% | -10.6% | +8.5% | +0.7% |
| All | -2.1% | -11.3% | +9.2% | +0.7% |
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