-40.4%
WU vs BRKR
+155.3%
-195.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -3.5% | -8.7% | +5.2% | -1.8% |
| 30D | -2.9% | -9.9% | +6.9% | -1.2% |
| 3M | -2.3% | -3.1% | +0.8% | -3.6% |
| 6M | -25.4% | +45.5% | -70.9% | -33.6% |
| YTD | -21.2% | +13.7% | -34.9% | -26.2% |
| 1Y | -8.9% | +67.4% | -76.3% | -23.0% |
| 3Y | -29.0% | -13.2% | -15.7% | -32.4% |
| 5Y | -50.7% | -39.5% | -11.3% | -49.6% |
| All | -40.4% | +155.3% | -195.7% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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