-24.5%
WU vs MDY
+531.4%
-555.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | 0.0% |
| 7D | -4.9% | -0.8% | -4.2% | -4.4% |
| 30D | -1.3% | -3.9% | +2.6% | +1.8% |
| 3M | -3.6% | 0.0% | -3.5% | -3.6% |
| 6M | -24.3% | +8.5% | -32.9% | -29.3% |
| YTD | -21.1% | +13.2% | -34.3% | -28.8% |
| 1Y | -10.3% | +15.0% | -25.3% | -20.3% |
| 3Y | -28.4% | +49.6% | -77.9% | -49.1% |
| 5Y | -51.2% | +46.0% | -97.2% | -65.2% |
| 10Y | -39.6% | +176.4% | -216.0% | -75.7% |
| All | -24.5% | +531.4% | -555.8% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling