+53.5%
RGTI vs WM
+75.4%
-21.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | -0.2% |
| 7D | -2.5% | -0.3% | -2.2% | -2.6% |
| 30D | -9.4% | -2.4% | -7.0% | -9.8% |
| 3M | -37.1% | +0.4% | -37.5% | -37.1% |
| 6M | -14.4% | -9.5% | -4.9% | -14.2% |
| YTD | -31.4% | +0.5% | -31.9% | -31.2% |
| 1Y | +0.5% | -1.1% | +1.6% | +0.9% |
| 3Y | +726.1% | +46.0% | +680.1% | +656.4% |
| 5Y | +56.2% | +51.8% | +4.4% | +44.6% |
| All | +53.5% | +75.4% | -21.8% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling