-21.8%
WU vs RBA
+691.0%
-712.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +11.0% | +3.2% | +7.8% | +10.1% |
| 30D | +13.4% | +12.0% | +1.4% | +9.9% |
| 3M | +2.2% | +2.9% | -0.7% | +1.2% |
| 6M | -18.2% | -6.3% | -11.9% | -17.4% |
| YTD | -18.3% | -5.9% | -12.4% | -18.0% |
| 1Y | -12.2% | -3.9% | -8.3% | -12.4% |
| 3Y | -20.8% | +64.9% | -85.7% | -32.6% |
| 5Y | -42.6% | +48.5% | -91.0% | -51.1% |
| 10Y | -35.5% | +211.8% | -247.3% | -58.2% |
| All | -21.8% | +691.0% | -712.8% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling