-2.7%
MSCI vs WU
-11.3%
+8.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.3% |
| 7D | -2.1% | -0.8% | -1.2% | -1.9% |
| 30D | -1.7% | -1.1% | -0.6% | -1.5% |
| 3M | -8.2% | -1.8% | -6.4% | -8.2% |
| 6M | -2.4% | -23.9% | +21.5% | +2.9% |
| YTD | -2.8% | -20.4% | +17.6% | +0.8% |
| 1Y | -2.7% | -10.6% | +7.9% | -1.3% |
| All | -2.7% | -11.3% | +8.6% | -1.3% |
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 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