+663.4%
RL vs WU
-20.2%
+683.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.4% |
| 7D | -4.2% | +11.7% | -15.8% | -9.3% |
| 30D | +4.3% | +12.6% | -8.3% | -1.9% |
| 3M | -4.6% | -0.5% | -4.1% | -5.3% |
| 6M | +1.7% | -18.2% | +19.9% | +8.6% |
| YTD | +7.3% | -19.0% | +26.3% | +14.1% |
| 1Y | +20.8% | -16.7% | +37.5% | +26.2% |
| 3Y | +247.0% | -21.0% | +268.0% | +261.9% |
| 5Y | +225.5% | -41.7% | +267.1% | +286.7% |
| 10Y | +363.0% | -35.0% | +398.0% | +420.1% |
| All | +663.4% | -20.2% | +683.6% | +580.2% |
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 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