+351.4%
RY vs WU
-39.0%
+390.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.4% |
| 7D | -3.0% | +2.1% | -5.1% | -3.7% |
| 30D | +6.3% | +10.1% | -3.9% | +3.2% |
| 3M | -2.6% | -1.1% | -1.4% | -2.7% |
| 6M | +13.9% | -19.8% | +33.7% | +19.6% |
| YTD | +21.7% | -20.8% | +42.4% | +27.5% |
| 1Y | +40.4% | -15.1% | +55.6% | +43.8% |
| 3Y | +161.3% | -23.2% | +184.5% | +170.3% |
| 5Y | +126.5% | -42.6% | +169.1% | +153.4% |
| All | +351.4% | -39.0% | +390.4% | +389.2% |
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 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