-40.4%
WU vs FDS
+64.8%
-105.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -3.5% | -14.0% | +10.5% | +0.8% |
| 30D | -2.9% | -6.2% | +3.3% | -1.3% |
| 3M | -2.3% | +10.2% | -12.4% | -5.6% |
| 6M | -25.4% | +27.4% | -52.8% | -31.6% |
| YTD | -21.2% | -9.3% | -11.9% | -20.4% |
| 1Y | -8.9% | -28.6% | +19.8% | -1.0% |
| 3Y | -29.0% | -36.8% | +7.9% | -20.6% |
| 5Y | -50.7% | -28.6% | -22.1% | -48.4% |
| All | -40.4% | +64.8% | -105.2% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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