-31.3%
WU vs BR
+1,278.7%
-1,310.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -3.5% | -3.0% | -0.5% | -2.0% |
| 30D | -2.9% | -0.3% | -2.6% | -2.9% |
| 3M | -2.3% | +17.3% | -19.6% | -9.9% |
| 6M | -25.4% | -6.7% | -18.7% | -23.3% |
| YTD | -21.2% | -23.4% | +2.2% | -11.2% |
| 1Y | -8.9% | -32.7% | +23.8% | +9.5% |
| 3Y | -29.0% | -5.9% | -23.1% | -29.0% |
| 5Y | -50.7% | +8.4% | -59.2% | -55.3% |
| 10Y | -39.7% | +189.2% | -228.9% | -68.7% |
| All | -31.3% | +1,278.7% | -1,310.0% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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