+12.2%
RGTI vs WM
+93.3%
-81.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.2% | -9.8% | -8.2% |
| 7D | -0.9% | +0.8% | -1.6% | -0.5% |
| 30D | -16.2% | +13.8% | -30.0% | -13.1% |
| 3M | -38.6% | +6.4% | -45.0% | -37.2% |
| 6M | -45.8% | +13.2% | -59.0% | -44.1% |
| YTD | -49.8% | +10.8% | -60.6% | -48.2% |
| 1Y | -64.6% | +20.2% | -84.8% | -63.5% |
| 3Y | +1,045.4% | +46.5% | +998.9% | +1,011.5% |
| 5Y | +6.7% | +61.3% | -54.5% | +1.7% |
| All | +12.2% | +93.3% | -81.1% | +6.6% |
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