-8.1%
WU vs RNG
+144.7%
-152.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | -0.8% | +5.8% | -6.6% | -1.3% |
| 30D | -1.1% | +19.6% | -20.7% | -2.6% |
| 3M | -3.9% | +67.0% | -70.9% | -8.0% |
| 6M | -20.7% | +88.4% | -109.0% | -24.9% |
| YTD | -18.4% | +155.5% | -173.8% | -25.4% |
| 1Y | -8.1% | +141.7% | -149.7% | -15.4% |
| All | -8.1% | +144.7% | -152.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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