-24.5%
WU vs BG
+234.1%
-258.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -4.9% | +0.5% | -5.5% | -5.1% |
| 30D | -1.3% | +10.3% | -11.6% | -4.2% |
| 3M | -3.6% | -1.9% | -1.7% | -3.5% |
| 6M | -24.3% | +5.2% | -29.6% | -26.1% |
| YTD | -21.1% | +41.2% | -62.2% | -29.6% |
| 1Y | -10.3% | +50.5% | -60.8% | -21.9% |
| 3Y | -28.4% | +19.9% | -48.3% | -34.3% |
| 5Y | -51.2% | +86.7% | -137.9% | -62.2% |
| 10Y | -39.6% | +167.5% | -207.1% | -61.3% |
| All | -24.5% | +234.1% | -258.6% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling