-39.3%
WU vs ALM
+2,100.8%
-2,140.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.4% | +1.2% |
| 7D | -2.0% | +1.2% | -3.3% | -2.1% |
| 30D | +11.4% | -19.3% | +30.7% | +11.7% |
| 3M | -6.8% | -40.6% | +33.8% | -6.2% |
| 6M | -14.6% | -57.9% | +43.3% | -13.8% |
| YTD | -20.6% | -6.7% | -13.9% | -20.8% |
| 1Y | -15.4% | +20.2% | -35.5% | -15.9% |
| 3Y | -23.6% | +879.4% | -903.1% | -26.0% |
| 5Y | -43.4% | +415.3% | -458.7% | -45.0% |
| All | -39.3% | +2,100.8% | -2,140.1% | -40.5% |
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