-40.4%
WU vs BWA
+156.8%
-197.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -3.5% | -1.3% | -2.2% | -3.1% |
| 30D | -2.9% | -2.9% | 0.0% | -2.3% |
| 3M | -2.3% | -10.7% | +8.5% | +0.3% |
| 6M | -25.4% | +26.5% | -51.8% | -31.6% |
| YTD | -21.2% | +49.1% | -70.3% | -32.3% |
| 1Y | -8.9% | +52.1% | -60.9% | -22.4% |
| 3Y | -29.0% | +72.6% | -101.5% | -43.5% |
| 5Y | -50.7% | +89.4% | -140.1% | -63.1% |
| All | -40.4% | +156.8% | -197.1% | -62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling