-40.4%
WU vs BG
+166.7%
-207.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | -3.5% | +3.1% | -6.6% | -4.2% |
| 30D | -2.9% | +10.2% | -13.2% | -5.1% |
| 3M | -2.3% | -1.7% | -0.6% | -2.2% |
| 6M | -25.4% | +1.0% | -26.3% | -26.0% |
| YTD | -21.2% | +39.9% | -61.1% | -27.7% |
| 1Y | -8.9% | +53.2% | -62.1% | -18.4% |
| 3Y | -29.0% | +16.3% | -45.2% | -33.0% |
| 5Y | -50.7% | +83.9% | -134.6% | -59.5% |
| All | -40.4% | +166.7% | -207.0% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling