+54.2%
RGTI vs W
-69.1%
+123.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | +0.5% | -0.9% | +1.3% | +0.8% |
| 30D | -17.1% | -4.2% | -12.9% | -15.9% |
| 3M | -26.0% | +26.9% | -52.9% | -34.8% |
| 6M | -9.9% | +31.2% | -41.1% | -22.9% |
| YTD | -31.1% | -1.8% | -29.2% | -34.1% |
| 1Y | -8.5% | +9.3% | -17.8% | -20.1% |
| 3Y | +652.2% | +33.2% | +619.0% | +453.3% |
| 5Y | +56.8% | -62.4% | +119.2% | +4.4% |
| All | +54.2% | -69.1% | +123.4% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling