-24.6%
WU vs ADVB
-97.4%
+72.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.4% |
| 7D | +9.1% | -1.2% | +10.3% | +9.0% |
| 30D | +12.1% | -61.4% | +73.5% | +14.3% |
| 3M | +0.3% | -67.8% | +68.2% | +2.6% |
| 6M | -19.1% | -66.9% | +47.7% | -17.6% |
| YTD | -19.2% | -64.9% | +45.7% | -18.3% |
| 1Y | -15.3% | -74.8% | +59.5% | -13.3% |
| All | -24.6% | -97.4% | +72.8% | -10.4% |
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