-18.5%
WU vs ALM
+3,525.2%
-3,543.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.0% |
| 7D | +2.1% | -7.2% | +9.3% | +2.1% |
| 30D | +10.1% | -26.4% | +36.5% | +10.2% |
| 3M | -1.1% | -38.6% | +37.5% | -1.0% |
| 6M | -19.8% | -61.0% | +41.2% | -19.6% |
| YTD | -20.8% | -7.4% | -13.4% | -20.8% |
| 1Y | -15.1% | +14.0% | -29.1% | -15.2% |
| 3Y | -23.2% | +844.4% | -867.6% | -23.8% |
| 5Y | -42.6% | +410.8% | -453.4% | -43.0% |
| 10Y | -38.9% | +2,084.7% | -2,123.6% | -39.6% |
| All | -18.5% | +3,525.2% | -3,543.8% | -21.0% |
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