+55.6%
RGTI vs W
-62.6%
+118.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.6% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | -16.2% | -5.6% | -10.6% | -14.4% |
| 3M | -22.0% | +41.9% | -63.9% | -35.0% |
| 6M | -10.8% | +30.2% | -41.0% | -23.8% |
| YTD | -31.6% | -2.9% | -28.6% | -34.4% |
| 1Y | -6.4% | +11.6% | -17.9% | -19.5% |
| 3Y | +665.7% | +37.0% | +628.7% | +452.3% |
| All | +55.6% | -62.6% | +118.3% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling