-40.4%
WU vs DVA
+187.8%
-228.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.5% | -1.3% | -2.2% | -3.2% |
| 30D | -2.9% | 0.0% | -3.0% | -3.0% |
| 3M | -2.3% | -10.9% | +8.7% | -0.4% |
| 6M | -25.4% | +17.3% | -42.6% | -29.0% |
| YTD | -21.2% | +59.8% | -81.0% | -30.9% |
| 1Y | -8.9% | +36.3% | -45.1% | -17.0% |
| 3Y | -29.0% | +88.6% | -117.6% | -41.9% |
| 5Y | -50.7% | +47.5% | -98.3% | -58.2% |
| All | -40.4% | +187.8% | -228.2% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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