-24.1%
WU vs RRC
+125.9%
-150.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.2% |
| 7D | -2.0% | +6.4% | -8.4% | -3.0% |
| 30D | +11.4% | +23.9% | -12.5% | +7.0% |
| 3M | -6.8% | +30.2% | -37.0% | -11.3% |
| 6M | -14.6% | +26.3% | -40.9% | -18.5% |
| YTD | -20.6% | +48.1% | -68.7% | -26.5% |
| 1Y | -15.4% | +37.7% | -53.0% | -20.8% |
| 3Y | -23.6% | +60.3% | -83.9% | -31.6% |
| 5Y | -43.4% | +135.3% | -178.7% | -54.6% |
| 10Y | -38.8% | +73.3% | -112.1% | -54.3% |
| All | -24.1% | +125.9% | -150.0% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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