+157.5%
RY vs WU
-23.6%
+181.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +3.1% | -0.8% | +3.9% | +3.2% |
| 30D | -0.3% | -1.1% | +0.8% | -0.2% |
| 3M | +8.7% | -3.9% | +12.5% | +8.7% |
| 6M | +28.5% | -20.7% | +49.2% | +32.8% |
| YTD | +25.1% | -18.4% | +43.5% | +28.4% |
| 1Y | +46.3% | -8.1% | +54.4% | +46.1% |
| All | +157.5% | -23.6% | +181.1% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling