-21.9%
WU vs BWA
+554.7%
-576.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.9% |
| 7D | -0.8% | +5.7% | -6.5% | -2.7% |
| 30D | -1.1% | +1.4% | -2.5% | -1.9% |
| 3M | -3.9% | -12.1% | +8.2% | -0.5% |
| 6M | -20.7% | +28.6% | -49.2% | -28.8% |
| YTD | -18.4% | +51.1% | -69.4% | -31.8% |
| 1Y | -8.1% | +55.9% | -63.9% | -24.3% |
| 3Y | -24.2% | +70.1% | -94.3% | -41.3% |
| 5Y | -50.4% | +90.7% | -141.1% | -64.2% |
| 10Y | -40.0% | +154.0% | -194.0% | -64.4% |
| All | -21.9% | +554.7% | -576.5% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling