-40.4%
WU vs ALM
+2,589.2%
-2,629.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.7% |
| 7D | -3.5% | -11.8% | +8.4% | -3.3% |
| 30D | -2.9% | +7.8% | -10.7% | -3.1% |
| 3M | -2.3% | -9.3% | +7.0% | -2.3% |
| 6M | -25.4% | -30.5% | +5.1% | -25.3% |
| YTD | -21.2% | +75.8% | -97.0% | -22.0% |
| 1Y | -8.9% | +241.2% | -250.0% | -10.7% |
| 3Y | -29.0% | +1,872.6% | -1,901.6% | -31.8% |
| 5Y | -50.7% | +849.6% | -900.3% | -52.5% |
| All | -40.4% | +2,589.2% | -2,629.6% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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