-26.8%
WU vs RNG
+305.9%
-332.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -4.9% | -4.1% | -0.9% | -4.5% |
| 30D | -1.3% | +8.6% | -9.9% | -2.3% |
| 3M | -3.6% | +78.0% | -81.5% | -10.7% |
| 6M | -24.3% | +67.0% | -91.4% | -29.8% |
| YTD | -21.1% | +142.4% | -163.5% | -30.9% |
| 1Y | -10.3% | +120.4% | -130.8% | -20.7% |
| 3Y | -28.4% | +122.1% | -150.5% | -38.3% |
| 5Y | -51.2% | -69.8% | +18.6% | -49.8% |
| 10Y | -39.6% | +223.4% | -263.0% | -62.3% |
| All | -26.8% | +305.9% | -332.6% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling