+53.9%
RGTI vs W
-68.6%
+122.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +2.5% | +5.9% | -3.4% | 0.0% |
| 30D | -13.7% | -3.0% | -10.6% | -12.8% |
| 3M | -22.6% | +40.3% | -62.9% | -34.8% |
| 6M | -13.4% | +32.2% | -45.6% | -26.2% |
| YTD | -31.2% | -0.3% | -30.9% | -34.7% |
| 1Y | -7.6% | +16.2% | -23.8% | -21.5% |
| 3Y | +669.7% | +40.7% | +629.0% | +455.3% |
| 5Y | +57.0% | -62.3% | +119.4% | +3.9% |
| All | +53.9% | -68.6% | +122.6% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling