-21.9%
WU vs FDS
+677.3%
-699.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.5% |
| 7D | -0.8% | -1.9% | +1.1% | -0.1% |
| 30D | -1.1% | +9.0% | -10.1% | -4.8% |
| 3M | -3.9% | +18.9% | -22.7% | -11.4% |
| 6M | -20.7% | +35.1% | -55.8% | -31.8% |
| YTD | -18.4% | +5.5% | -23.9% | -22.7% |
| 1Y | -8.1% | -16.8% | +8.7% | -4.5% |
| 3Y | -24.2% | -28.1% | +3.9% | -17.3% |
| 5Y | -50.4% | -17.4% | -33.0% | -50.8% |
| 10Y | -40.0% | +85.4% | -125.5% | -62.9% |
| All | -21.9% | +677.3% | -699.2% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling