-2.8%
RGTI vs WM
+96.1%
-99.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.9% |
| 7D | -18.1% | +3.2% | -21.3% | -17.3% |
| 30D | -17.6% | +13.0% | -30.7% | -14.7% |
| 3M | -48.3% | +9.2% | -57.6% | -46.8% |
| 6M | -47.8% | +13.6% | -61.4% | -45.9% |
| YTD | -56.6% | +12.4% | -69.0% | -55.0% |
| 1Y | -61.8% | +21.2% | -83.0% | -60.5% |
| 3Y | +807.5% | +48.7% | +758.9% | +784.8% |
| 5Y | -8.8% | +61.9% | -70.7% | -12.8% |
| All | -2.8% | +96.1% | -99.0% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling