-29.0%
WU vs RNG
+119.8%
-148.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -3.5% | -6.1% | +2.6% | -2.7% |
| 30D | -2.9% | +9.6% | -12.5% | -4.1% |
| 3M | -2.3% | +83.3% | -85.6% | -9.7% |
| 6M | -25.4% | +77.9% | -103.3% | -31.2% |
| YTD | -21.2% | +139.9% | -161.1% | -31.2% |
| 1Y | -8.9% | +121.7% | -130.5% | -19.6% |
| 3Y | -29.0% | +121.9% | -150.8% | -40.1% |
| All | -29.0% | +119.8% | -148.7% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling