-51.2%
WU vs ALM
+958.0%
-1,009.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.7% |
| 7D | -4.9% | +3.6% | -8.5% | -5.0% |
| 30D | -1.3% | +33.8% | -35.1% | -2.2% |
| 3M | -3.6% | +14.8% | -18.3% | -4.4% |
| 6M | -24.3% | -7.0% | -17.4% | -24.7% |
| YTD | -21.1% | +108.1% | -129.1% | -23.2% |
| 1Y | -10.3% | +313.8% | -324.1% | -14.5% |
| 3Y | -28.4% | +2,227.6% | -2,256.0% | -35.3% |
| 5Y | -51.2% | +956.6% | -1,007.8% | -55.1% |
| All | -51.2% | +958.0% | -1,009.2% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling