+134.2%
RBRK vs WU
-37.6%
+171.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -7.5% | -3.5% | -4.0% | -6.8% |
| 30D | -10.4% | -2.9% | -7.5% | -9.9% |
| 3M | +21.3% | -2.3% | +23.5% | +20.3% |
| 6M | +50.6% | -25.4% | +76.0% | +57.3% |
| YTD | +13.3% | -21.2% | +34.5% | +17.1% |
| 1Y | +11.2% | -8.9% | +20.1% | +11.4% |
| All | +134.2% | -37.6% | +171.8% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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