+452.0%
RRX vs WU
-21.8%
+473.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.6% | -2.9% |
| 7D | +4.3% | -2.0% | +6.4% | +5.2% |
| 30D | +12.3% | +11.4% | +0.9% | +5.8% |
| 3M | +3.7% | -6.8% | +10.5% | +5.6% |
| 6M | -13.9% | -14.6% | +0.7% | -10.8% |
| YTD | +26.5% | -20.6% | +47.1% | +35.1% |
| 1Y | +29.3% | -15.4% | +44.7% | +33.5% |
| 3Y | +65.6% | -23.6% | +89.2% | +75.6% |
| 5Y | +10.6% | -43.4% | +54.0% | +31.7% |
| 10Y | +202.9% | -38.8% | +241.7% | +237.6% |
| All | +452.0% | -21.8% | +473.9% | +387.6% |
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