-23.6%
WU vs BWA
+64.0%
-87.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | -2.0% | +4.3% | -6.3% | -2.6% |
| 30D | +11.4% | -13.0% | +24.4% | +13.4% |
| 3M | -6.8% | -24.8% | +18.0% | -3.2% |
| 6M | -14.6% | -23.5% | +8.9% | -12.1% |
| YTD | -20.6% | +13.8% | -34.5% | -26.6% |
| 1Y | -15.4% | +13.4% | -28.8% | -21.8% |
| 3Y | -23.6% | +62.8% | -86.4% | -37.6% |
| All | -23.6% | +64.0% | -87.6% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling