-24.1%
WU vs FDS
+756.4%
-780.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -2.0% | +1.5% | -3.5% | -2.7% |
| 30D | +11.4% | +14.8% | -3.4% | +5.1% |
| 3M | -6.8% | +16.3% | -23.1% | -13.1% |
| 6M | -14.6% | +66.2% | -80.9% | -32.4% |
| YTD | -20.6% | +16.2% | -36.9% | -28.2% |
| 1Y | -15.4% | +21.8% | -37.2% | -25.2% |
| 3Y | -23.6% | -23.9% | +0.3% | -18.8% |
| 5Y | -43.4% | -23.1% | -20.3% | -41.6% |
| 10Y | -38.8% | +128.7% | -167.5% | -65.8% |
| All | -24.1% | +756.4% | -780.5% | -81.6% |
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