-26.5%
WU vs ADVB
-89.8%
+63.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.5% | +8.0% | +0.7% |
| 7D | -3.5% | -12.3% | +8.8% | -3.2% |
| 30D | -2.9% | +7.8% | -10.7% | -3.2% |
| 3M | -2.3% | +104.2% | -106.5% | -4.1% |
| 6M | -25.4% | +58.1% | -83.5% | -26.8% |
| YTD | -21.2% | +40.2% | -61.4% | -22.5% |
| 1Y | -8.9% | -16.1% | +7.2% | -9.2% |
| All | -26.5% | -89.8% | +63.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling