-23.8%
WU vs ADVB
-88.3%
+64.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -0.8% | -3.8% | +2.9% | -0.8% |
| 30D | -1.1% | +17.6% | -18.7% | -1.6% |
| 3M | -3.9% | +119.1% | -123.0% | -5.8% |
| 6M | -20.7% | +103.4% | -124.0% | -22.8% |
| YTD | -18.4% | +59.8% | -78.2% | -20.0% |
| 1Y | -8.1% | +8.5% | -16.6% | -9.1% |
| All | -23.8% | -88.3% | +64.5% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling