+1,301.6%
RMD vs WU
-19.6%
+1,321.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -5.0% | -0.8% | -4.2% | -4.8% |
| 30D | +2.2% | -1.1% | +3.3% | +2.5% |
| 3M | +17.8% | -3.9% | +21.7% | +18.0% |
| 6M | -11.3% | -20.7% | +9.3% | -6.1% |
| YTD | -4.4% | -18.4% | +13.9% | +0.1% |
| 1Y | -15.7% | -8.1% | -7.7% | -15.5% |
| 3Y | +47.7% | -24.2% | +71.9% | +55.1% |
| 5Y | -19.2% | -50.4% | +31.2% | -5.1% |
| 10Y | +280.4% | -40.0% | +320.4% | +309.4% |
| All | +1,301.6% | -19.6% | +1,321.2% | +1,107.5% |
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