-24.6%
WU vs SNY
+116.1%
-140.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -3.5% | -3.3% | -0.2% | -2.0% |
| 30D | -2.9% | -2.2% | -0.8% | -2.1% |
| 3M | -2.3% | -3.0% | +0.8% | -1.1% |
| 6M | -25.4% | +2.7% | -28.1% | -26.6% |
| YTD | -21.2% | -6.8% | -14.4% | -19.3% |
| 1Y | -8.9% | -5.3% | -3.6% | -7.4% |
| 3Y | -29.0% | -9.8% | -19.2% | -28.8% |
| 5Y | -50.7% | +9.7% | -60.4% | -56.0% |
| 10Y | -39.7% | +64.5% | -104.2% | -57.9% |
| All | -24.6% | +116.1% | -140.7% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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