-22.1%
RMD vs WU
-51.4%
+29.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -4.7% | -4.9% | +0.2% | -3.6% |
| 30D | +0.2% | -1.3% | +1.5% | +0.5% |
| 3M | +12.0% | -3.6% | +15.6% | +12.0% |
| 6M | -12.5% | -24.3% | +11.8% | -7.7% |
| YTD | -7.9% | -21.1% | +13.1% | -4.0% |
| 1Y | -20.4% | -10.3% | -10.1% | -19.8% |
| 3Y | +53.1% | -28.4% | +81.5% | +61.1% |
| 5Y | -22.1% | -51.2% | +29.1% | -18.0% |
| All | -22.1% | -51.4% | +29.3% | -18.0% |
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 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