-51.2%
WU vs FDS
-23.5%
-27.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.1% |
| 7D | -4.9% | -8.8% | +3.9% | -3.0% |
| 30D | -1.3% | -1.4% | +0.1% | -1.1% |
| 3M | -3.6% | +13.9% | -17.4% | -6.7% |
| 6M | -24.3% | +27.4% | -51.7% | -29.0% |
| YTD | -21.1% | -2.5% | -18.6% | -21.4% |
| 1Y | -10.3% | -23.8% | +13.5% | -5.0% |
| 3Y | -28.4% | -32.5% | +4.1% | -22.3% |
| 5Y | -51.2% | -23.2% | -28.0% | -50.3% |
| All | -51.2% | -23.5% | -27.7% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling