+57.0%
RGTI vs WM
+51.0%
+6.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.8% |
| 7D | +2.5% | -1.2% | +3.7% | +2.2% |
| 30D | -13.7% | -4.5% | -9.2% | -14.5% |
| 3M | -22.6% | -2.2% | -20.4% | -22.9% |
| 6M | -13.4% | -11.5% | -1.9% | -13.4% |
| YTD | -31.2% | -0.7% | -30.5% | -31.2% |
| 1Y | -7.6% | +0.3% | -8.0% | -7.7% |
| 3Y | +669.7% | +44.2% | +625.5% | +598.7% |
| 5Y | +57.0% | +51.6% | +5.4% | +44.7% |
| All | +57.0% | +51.0% | +6.0% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling