-8.2%
WU vs CAI
-11.0%
+2.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | -4.9% | -3.1% | -1.8% | -4.8% |
| 30D | -1.3% | +2.7% | -4.0% | -1.4% |
| 3M | -3.6% | +41.7% | -45.3% | -4.8% |
| 6M | -24.3% | +26.5% | -50.8% | -25.1% |
| YTD | -21.1% | -10.9% | -10.2% | -21.5% |
| 1Y | -10.3% | -29.2% | +18.9% | -9.8% |
| All | -8.2% | -11.0% | +2.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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