+358.7%
RY vs WU
-36.0%
+394.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.7% |
| 7D | -0.9% | +11.7% | -12.6% | -4.0% |
| 30D | +5.9% | +12.6% | -6.7% | +2.2% |
| 3M | -4.3% | -0.5% | -3.8% | -4.5% |
| 6M | +12.1% | -18.2% | +30.3% | +17.1% |
| YTD | +20.3% | -19.0% | +39.3% | +25.3% |
| 1Y | +41.0% | -16.7% | +57.7% | +45.4% |
| 3Y | +157.5% | -21.0% | +178.6% | +164.3% |
| 5Y | +123.2% | -41.7% | +164.9% | +148.7% |
| All | +358.7% | -36.0% | +394.7% | +393.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling