-45.8%
RGTI vs WM
+12.5%
-58.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.2% | -9.8% | -6.1% |
| 7D | -0.9% | +0.8% | -1.6% | +1.6% |
| 30D | -16.2% | +13.8% | -30.0% | +10.2% |
| 3M | -38.6% | +6.4% | -45.0% | -31.4% |
| 6M | -45.8% | +13.2% | -59.0% | -19.1% |
| All | -45.8% | +12.5% | -58.3% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling