-23.8%
WU vs BWA
+542.2%
-566.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.9% |
| 7D | -0.8% | +4.3% | -5.1% | -2.3% |
| 30D | -1.1% | -2.9% | +1.8% | -0.4% |
| 3M | -1.8% | -12.4% | +10.6% | +1.8% |
| 6M | -23.9% | +28.6% | -52.5% | -31.7% |
| YTD | -20.4% | +48.2% | -68.6% | -33.1% |
| 1Y | -10.6% | +50.9% | -61.5% | -25.6% |
| 3Y | -27.7% | +72.2% | -99.9% | -44.4% |
| 5Y | -51.1% | +91.1% | -142.2% | -64.8% |
| 10Y | -40.7% | +144.0% | -184.7% | -64.3% |
| All | -23.8% | +542.2% | -566.1% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BWA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling