+221.9%
RL vs WU
-42.0%
+263.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | -4.2% | +11.7% | -15.8% | -8.1% |
| 30D | +4.3% | +12.6% | -8.3% | -0.4% |
| 3M | -4.6% | -0.5% | -4.1% | -5.0% |
| 6M | +1.7% | -18.2% | +19.9% | +7.8% |
| YTD | +7.3% | -19.0% | +26.3% | +13.3% |
| 1Y | +20.8% | -16.7% | +37.5% | +25.6% |
| 3Y | +247.0% | -21.0% | +268.0% | +258.4% |
| All | +221.9% | -42.0% | +263.9% | +285.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling