-8.5%
RGTI vs W
+10.7%
-19.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +0.5% | -0.9% | +1.3% | +0.7% |
| 30D | -17.1% | -4.2% | -12.9% | -16.3% |
| 3M | -26.0% | +26.9% | -52.9% | -31.0% |
| 6M | -9.9% | +31.2% | -41.1% | -17.7% |
| YTD | -31.1% | -1.8% | -29.2% | -36.2% |
| 1Y | -8.5% | +9.3% | -17.8% | -14.6% |
| All | -8.5% | +10.7% | -19.2% | -14.6% |
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