-52.1%
WU vs USFR
+20.6%
-72.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -2.9% | +0.4% | -3.3% | -2.9% |
| 3M | -2.3% | +1.0% | -3.3% | -2.3% |
| 6M | -25.4% | +2.0% | -27.4% | -25.5% |
| YTD | -21.2% | +2.8% | -24.0% | -21.3% |
| 1Y | -8.9% | +4.1% | -12.9% | -9.3% |
| 3Y | -29.0% | +14.1% | -43.1% | -21.9% |
| All | -52.1% | +20.6% | -72.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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