-13.5%
WU vs FIVE
+868.1%
-881.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.8% |
| 7D | -0.8% | +4.3% | -5.1% | -1.5% |
| 30D | -1.1% | +12.5% | -13.6% | -3.1% |
| 3M | -3.9% | +31.2% | -35.1% | -8.1% |
| 6M | -20.7% | +14.4% | -35.0% | -22.9% |
| YTD | -18.4% | +33.9% | -52.3% | -22.7% |
| 1Y | -8.1% | +65.1% | -73.1% | -16.1% |
| 3Y | -24.2% | +49.0% | -73.1% | -32.5% |
| 5Y | -50.4% | +30.3% | -80.7% | -56.1% |
| 10Y | -40.0% | +481.1% | -521.1% | -60.1% |
| All | -13.5% | +868.1% | -881.7% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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