-16.1%
WU vs ALM
+7,705.7%
-7,721.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -0.8% | -2.6% | +1.8% | -0.8% |
| 30D | -1.1% | +32.0% | -33.1% | -1.2% |
| 3M | -3.9% | -15.0% | +11.2% | -3.8% |
| 6M | -20.7% | -10.1% | -10.5% | -20.7% |
| YTD | -18.4% | +99.4% | -117.8% | -18.6% |
| 1Y | -8.1% | +316.4% | -324.4% | -8.5% |
| 3Y | -24.2% | +2,022.0% | -2,046.1% | -24.9% |
| 5Y | -50.4% | +941.2% | -991.6% | -50.9% |
| 10Y | -40.0% | +2,950.3% | -2,990.4% | -40.9% |
| All | -16.1% | +7,705.7% | -7,721.8% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling