-38.9%
WU vs RBA
+209.3%
-248.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | +2.1% | +0.6% | +1.5% | +2.0% |
| 30D | +10.1% | +9.0% | +1.2% | +8.1% |
| 3M | -1.1% | +7.2% | -8.3% | -2.7% |
| 6M | -19.8% | -7.8% | -12.0% | -18.9% |
| YTD | -20.8% | -6.4% | -14.4% | -20.4% |
| 1Y | -15.1% | -4.2% | -10.9% | -15.2% |
| 3Y | -23.2% | +64.1% | -87.3% | -31.8% |
| 5Y | -42.6% | +48.4% | -91.0% | -48.9% |
| 10Y | -38.9% | +209.9% | -248.8% | -56.2% |
| All | -38.9% | +209.3% | -248.2% | -56.2% |
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