-10.3%
WU vs USFR
+27.6%
-37.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -1.1% | +0.3% | -1.4% | -1.3% |
| 3M | -1.8% | +1.0% | -2.8% | -2.3% |
| 6M | -23.9% | +1.9% | -25.8% | -24.6% |
| YTD | -20.4% | +2.7% | -23.1% | -21.4% |
| 1Y | -10.6% | +4.0% | -14.6% | -12.3% |
| 3Y | -27.7% | +14.0% | -41.8% | -32.2% |
| 5Y | -51.1% | +20.4% | -71.5% | -55.4% |
| 10Y | -40.7% | +28.1% | -68.8% | -47.4% |
| All | -10.3% | +27.6% | -37.9% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling