-21.9%
WU vs SPY
+729.3%
-751.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -1.1% | +0.1% | -1.2% | -1.1% |
| 3M | -3.9% | +2.0% | -5.9% | -5.8% |
| 6M | -20.7% | +13.0% | -33.7% | -29.5% |
| YTD | -18.4% | +13.5% | -31.9% | -27.8% |
| 1Y | -8.1% | +20.0% | -28.0% | -22.9% |
| 3Y | -24.2% | +77.2% | -101.3% | -56.8% |
| 5Y | -50.4% | +81.9% | -132.3% | -72.9% |
| 10Y | -40.0% | +314.1% | -354.1% | -86.0% |
| All | -21.9% | +729.3% | -751.1% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling