-24.1%
WU vs BWA
+393.3%
-417.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | -2.0% | +4.3% | -6.3% | -3.5% |
| 30D | +11.4% | -13.0% | +24.4% | +16.1% |
| 3M | -6.8% | -24.8% | +18.0% | +1.6% |
| 6M | -14.6% | -23.5% | +8.9% | -8.6% |
| YTD | -20.6% | +13.8% | -34.5% | -27.7% |
| 1Y | -15.4% | +13.4% | -28.8% | -22.8% |
| 3Y | -23.6% | +62.8% | -86.4% | -40.5% |
| 5Y | -43.4% | +28.5% | -71.8% | -53.4% |
| 10Y | -38.8% | +95.4% | -134.2% | -60.6% |
| All | -24.1% | +393.3% | -417.3% | -72.6% |
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 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