-25.9%
WU vs ADVB
-96.8%
+70.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -23.6% | +24.9% | +1.7% |
| 7D | -2.0% | +27.8% | -29.8% | -2.7% |
| 30D | +11.4% | -50.8% | +62.2% | +12.8% |
| 3M | -6.8% | -70.5% | +63.7% | -4.7% |
| 6M | -14.6% | -46.7% | +32.1% | -14.0% |
| YTD | -20.6% | -56.7% | +36.0% | -20.2% |
| 1Y | -15.4% | -71.8% | +56.4% | -13.5% |
| All | -25.9% | -96.8% | +70.9% | -12.5% |
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