-68.1%
RGTI vs WM
+21.9%
-90.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +3.1% |
| 7D | -9.6% | +5.9% | -15.5% | -2.7% |
| 30D | -26.0% | +15.4% | -41.4% | -10.3% |
| 3M | -35.8% | +6.3% | -42.1% | -30.1% |
| 6M | -36.7% | +5.6% | -42.3% | -27.6% |
| YTD | -49.4% | +9.9% | -59.3% | -39.8% |
| 1Y | -68.1% | +20.8% | -89.0% | -59.4% |
| All | -68.1% | +21.9% | -90.0% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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