-10.3%
WU vs RBA
-29.1%
+18.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -4.9% | -1.9% | -3.0% | -4.6% |
| 30D | -1.3% | -13.0% | +11.7% | +1.2% |
| 3M | -3.6% | -23.1% | +19.5% | +0.8% |
| 6M | -24.3% | -22.6% | -1.7% | -21.0% |
| YTD | -21.1% | -20.4% | -0.7% | -18.5% |
| 1Y | -10.3% | -29.6% | +19.3% | -6.0% |
| All | -10.3% | -29.1% | +18.8% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling