+408.5%
RRX vs WU
-19.6%
+428.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | +3.4% | -0.8% | +4.3% | +3.8% |
| 30D | -11.1% | -1.1% | -10.0% | -10.9% |
| 3M | -23.7% | -3.9% | -19.9% | -24.2% |
| 6M | -22.0% | -20.7% | -1.3% | -15.4% |
| YTD | +16.5% | -18.4% | +34.8% | +24.4% |
| 1Y | +11.5% | -8.1% | +19.6% | +11.2% |
| 3Y | +1.5% | -24.2% | +25.7% | +8.6% |
| 5Y | +18.3% | -50.4% | +68.7% | +51.9% |
| 10Y | +209.8% | -40.0% | +249.8% | +253.4% |
| All | +408.5% | -19.6% | +428.1% | +349.2% |
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