-21.9%
WU vs RBA
+587.2%
-609.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.8% | -2.9% | +2.1% | 0.0% |
| 30D | -1.1% | -12.3% | +11.2% | +2.3% |
| 3M | -3.9% | -20.5% | +16.7% | +1.6% |
| 6M | -20.7% | -18.5% | -2.1% | -16.9% |
| YTD | -18.4% | -18.2% | -0.1% | -14.8% |
| 1Y | -8.1% | -27.5% | +19.4% | -1.1% |
| 3Y | -24.2% | +38.1% | -62.2% | -32.4% |
| 5Y | -50.4% | +44.8% | -95.2% | -57.7% |
| 10Y | -40.0% | +187.1% | -227.2% | -60.4% |
| All | -21.9% | +587.2% | -609.1% | -65.3% |
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