+13.6%
RL vs WU
-11.3%
+24.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | +1.9% | -0.8% | +2.7% | +1.9% |
| 30D | -12.2% | -1.1% | -11.1% | -12.1% |
| 3M | -6.6% | -1.8% | -4.8% | -6.9% |
| 6M | +3.2% | -23.9% | +27.1% | +5.3% |
| YTD | -1.3% | -20.4% | +19.1% | +0.3% |
| 1Y | +13.6% | -10.6% | +24.2% | +13.6% |
| All | +13.6% | -11.3% | +24.9% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling