-51.2%
WU vs SPY
+81.0%
-132.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -4.9% | -0.4% | -4.6% | -4.7% |
| 30D | -1.3% | -1.4% | +0.1% | -0.3% |
| 3M | -3.6% | +3.7% | -7.3% | -6.0% |
| 6M | -24.3% | +13.0% | -37.3% | -30.5% |
| YTD | -21.1% | +12.4% | -33.5% | -27.3% |
| 1Y | -10.3% | +18.5% | -28.8% | -20.4% |
| 3Y | -28.4% | +77.6% | -106.0% | -53.2% |
| 5Y | -51.2% | +81.7% | -132.9% | -70.3% |
| All | -51.2% | +81.0% | -132.2% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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