-36.0%
WU vs AMBA
+12.8%
-48.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -0.8% |
| 7D | +9.1% | 0.0% | +9.1% | +8.9% |
| 30D | +12.1% | -8.6% | +20.7% | +12.8% |
| 3M | +0.3% | -29.0% | +29.3% | +3.3% |
| 6M | -19.1% | -19.2% | +0.1% | -19.7% |
| YTD | -19.2% | -13.0% | -6.2% | -21.2% |
| 1Y | -15.3% | -31.3% | +16.0% | -15.2% |
| 3Y | -21.3% | +28.1% | -49.5% | -30.3% |
| 5Y | -41.7% | -69.4% | +27.8% | -41.6% |
| 10Y | -36.0% | +7.6% | -43.6% | -52.4% |
| All | -36.0% | +12.8% | -48.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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