-18.0%
WU vs BG
+7.2%
-25.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +5.3% |
| 7D | +8.2% | -3.8% | +12.0% | +8.4% |
| 30D | +8.0% | -9.6% | +17.6% | +8.8% |
| 3M | -6.6% | -8.5% | +1.9% | -6.1% |
| 6M | -23.3% | -23.0% | -0.2% | -21.7% |
| YTD | -22.4% | +10.9% | -33.3% | -25.0% |
| 1Y | -18.0% | +6.0% | -23.9% | -19.9% |
| All | -18.0% | +7.2% | -25.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling