+610.0%
RL vs WU
-19.6%
+629.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.5% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | -7.8% | -1.1% | -6.7% | -7.5% |
| 3M | -4.0% | -3.9% | -0.1% | -4.5% |
| 6M | -1.9% | -20.7% | +18.8% | +6.6% |
| YTD | -0.2% | -18.4% | +18.2% | +6.4% |
| 1Y | +10.7% | -8.1% | +18.7% | +9.9% |
| 3Y | +210.8% | -24.2% | +234.9% | +231.7% |
| 5Y | +238.2% | -50.4% | +288.7% | +338.7% |
| 10Y | +313.4% | -40.0% | +353.4% | +384.5% |
| All | +610.0% | -19.6% | +629.6% | +534.6% |
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 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