-40.7%
WU vs RBA
+195.3%
-236.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -5.0% | -3.3% | -1.7% | -4.3% |
| 30D | -2.3% | -9.8% | +7.5% | -0.2% |
| 3M | -3.2% | -23.5% | +20.2% | +1.9% |
| 6M | -25.0% | -21.5% | -3.5% | -21.6% |
| YTD | -21.7% | -21.2% | -0.5% | -18.4% |
| 1Y | -9.0% | -30.2% | +21.2% | -2.8% |
| 3Y | -28.9% | +25.3% | -54.2% | -33.3% |
| 5Y | -51.0% | +35.1% | -86.1% | -55.6% |
| All | -40.7% | +195.3% | -236.0% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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