-24.4%
WU vs ADVB
-97.5%
+73.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -2.1% |
| 7D | +11.7% | -13.9% | +25.6% | +12.0% |
| 30D | +12.6% | -68.1% | +80.7% | +15.3% |
| 3M | -0.5% | -73.4% | +72.9% | +2.1% |
| 6M | -18.2% | -70.8% | +52.6% | -16.5% |
| YTD | -19.0% | -66.1% | +47.1% | -18.0% |
| 1Y | -16.7% | -77.5% | +60.8% | -14.4% |
| All | -24.4% | -97.5% | +73.1% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling