-52.1%
WU vs MDY
+46.3%
-98.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | 0.0% |
| 7D | -3.5% | -1.9% | -1.6% | -2.3% |
| 30D | -2.9% | -4.6% | +1.7% | +0.2% |
| 3M | -2.3% | -1.2% | -1.0% | -1.4% |
| 6M | -25.4% | +9.2% | -34.6% | -29.7% |
| YTD | -21.2% | +13.1% | -34.3% | -27.6% |
| 1Y | -8.9% | +13.0% | -21.9% | -16.4% |
| 3Y | -29.0% | +49.2% | -78.2% | -47.0% |
| All | -52.1% | +46.3% | -98.4% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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