-22.2%
RKT vs WU
-51.1%
+28.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.6% |
| 7D | +2.1% | -0.8% | +2.9% | +2.6% |
| 30D | +1.4% | -1.1% | +2.5% | +2.0% |
| 3M | +6.3% | -3.9% | +10.1% | +6.9% |
| 6M | -15.5% | -20.7% | +5.2% | -6.2% |
| YTD | -27.4% | -18.4% | -9.0% | -21.1% |
| 1Y | -26.6% | -8.1% | -18.5% | -26.4% |
| 3Y | +41.2% | -24.2% | +65.4% | +55.8% |
| 5Y | -6.4% | -50.4% | +44.0% | +27.0% |
| All | -22.2% | -51.1% | +28.9% | +12.5% |
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