-18.4%
WU vs ALM
+3,551.9%
-3,570.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.4% | +1.3% |
| 7D | -2.0% | +1.2% | -3.3% | -2.0% |
| 30D | +11.4% | -19.3% | +30.7% | +11.5% |
| 3M | -6.8% | -40.6% | +33.8% | -6.7% |
| 6M | -14.6% | -57.9% | +43.3% | -14.5% |
| YTD | -20.6% | -6.7% | -13.9% | -20.7% |
| 1Y | -15.4% | +20.2% | -35.5% | -15.5% |
| 3Y | -23.6% | +879.4% | -903.1% | -24.2% |
| 5Y | -43.4% | +415.3% | -458.7% | -43.8% |
| 10Y | -38.8% | +2,100.8% | -2,139.6% | -39.6% |
| All | -18.4% | +3,551.9% | -3,570.3% | -20.9% |
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