+304.8%
RL vs WU
-40.9%
+345.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.9% |
| 7D | -0.3% | -4.9% | +4.7% | +2.2% |
| 30D | -17.5% | -1.3% | -16.2% | -17.2% |
| 3M | -14.0% | -3.6% | -10.4% | -14.7% |
| 6M | -2.0% | -24.3% | +22.4% | +10.0% |
| YTD | -4.6% | -21.1% | +16.5% | +4.0% |
| 1Y | +9.5% | -10.3% | +19.8% | +9.4% |
| 3Y | +200.5% | -28.4% | +228.8% | +231.1% |
| 5Y | +226.3% | -51.2% | +277.5% | +346.9% |
| 10Y | +304.8% | -39.6% | +344.4% | +381.9% |
| All | +304.8% | -40.9% | +345.7% | +381.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling