+1,374.3%
RMD vs WU
-21.8%
+1,396.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +2.1% | -2.0% | +4.1% | +2.7% |
| 30D | +2.1% | +11.4% | -9.3% | -1.3% |
| 3M | +6.2% | -6.8% | +13.1% | +8.3% |
| 6M | +19.4% | -14.6% | +34.0% | +23.6% |
| YTD | +0.5% | -20.6% | +21.2% | +6.0% |
| 1Y | -3.9% | -15.4% | +11.4% | -0.9% |
| 3Y | +72.5% | -23.6% | +96.2% | +80.6% |
| 5Y | -1.5% | -43.4% | +41.9% | +10.8% |
| 10Y | +345.8% | -38.8% | +384.6% | +375.7% |
| All | +1,374.3% | -21.8% | +1,396.2% | +1,177.8% |
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