+310.1%
RL vs WU
-41.4%
+351.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.1% |
| 7D | +1.9% | -0.8% | +2.7% | +2.2% |
| 30D | -12.2% | -1.1% | -11.1% | -12.0% |
| 3M | -6.6% | -1.8% | -4.8% | -8.3% |
| 6M | +3.2% | -23.9% | +27.1% | +15.5% |
| YTD | -1.3% | -20.4% | +19.1% | +7.1% |
| 1Y | +13.6% | -10.6% | +24.2% | +13.8% |
| 3Y | +210.9% | -27.7% | +238.6% | +241.1% |
| 5Y | +246.9% | -51.1% | +298.0% | +375.2% |
| 10Y | +310.1% | -40.7% | +350.8% | +394.0% |
| All | +310.1% | -41.4% | +351.5% | +394.0% |
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