-68.1%
RGTI vs W
+21.5%
-89.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.0% | -9.9% | -2.7% |
| 7D | -9.6% | +8.4% | -18.0% | -12.3% |
| 30D | -26.0% | +16.5% | -42.5% | -29.9% |
| 3M | -35.8% | +6.4% | -42.2% | -37.5% |
| 6M | -36.7% | +90.5% | -127.2% | -50.8% |
| YTD | -49.4% | +23.1% | -72.4% | -57.5% |
| 1Y | -68.1% | +24.3% | -92.4% | -73.3% |
| All | -68.1% | +21.5% | -89.6% | -73.3% |
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