+0.5%
RGTI vs W
+25.7%
-25.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.5% |
| 7D | -2.5% | -4.2% | +1.7% | -1.5% |
| 30D | -9.4% | -7.6% | -1.8% | -7.7% |
| 3M | -37.1% | +37.2% | -74.2% | -42.3% |
| 6M | -14.4% | +26.3% | -40.7% | -21.4% |
| YTD | -31.4% | -1.0% | -30.4% | -36.5% |
| 1Y | +0.5% | +20.1% | -19.6% | -2.4% |
| All | +0.5% | +25.7% | -25.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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