-30.1%
WU vs BOXX
+18.5%
-48.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -3.5% | +0.1% | -3.5% | -3.4% |
| 30D | -2.9% | +0.3% | -3.3% | -2.6% |
| 3M | -2.3% | +1.0% | -3.3% | -2.1% |
| 6M | -25.4% | +1.9% | -27.3% | -25.3% |
| YTD | -21.2% | +2.7% | -23.9% | -21.5% |
| 1Y | -8.9% | +4.0% | -12.9% | -10.4% |
| 3Y | -29.0% | +14.7% | -43.6% | -28.3% |
| All | -30.1% | +18.5% | -48.6% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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