-10.6%
WU vs ADVB
+10.9%
-21.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.5% |
| 7D | -0.8% | -14.0% | +13.1% | -0.6% |
| 30D | -1.1% | +41.0% | -42.1% | -1.7% |
| 3M | -1.8% | +127.9% | -129.7% | -2.0% |
| 6M | -23.9% | +101.3% | -125.3% | -24.2% |
| YTD | -20.4% | +53.8% | -74.2% | -20.1% |
| 1Y | -10.6% | +4.4% | -15.0% | -9.9% |
| All | -10.6% | +10.9% | -21.4% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling