-25.0%
WU vs MKTX
+1,786.8%
-1,811.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -2.3% | +0.8% | -3.1% | -2.4% |
| 3M | -3.2% | +41.1% | -44.4% | -10.8% |
| 6M | -25.0% | -9.5% | -15.5% | -24.5% |
| YTD | -21.7% | -8.7% | -13.0% | -21.4% |
| 1Y | -9.0% | -10.0% | +1.0% | -8.5% |
| 3Y | -28.9% | -24.6% | -4.3% | -27.7% |
| 5Y | -51.0% | -60.3% | +9.3% | -44.3% |
| 10Y | -40.1% | +5.0% | -45.1% | -48.4% |
| All | -25.0% | +1,786.8% | -1,811.8% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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