+56.8%
RGTI vs WSM
+175.3%
-118.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.1% |
| 7D | +0.5% | -0.5% | +1.0% | +0.8% |
| 30D | -17.1% | -7.7% | -9.4% | -13.3% |
| 3M | -26.0% | +3.8% | -29.8% | -27.8% |
| 6M | -9.9% | +22.7% | -32.5% | -19.7% |
| YTD | -31.1% | +28.0% | -59.1% | -39.9% |
| 1Y | -8.5% | +12.7% | -21.2% | -14.9% |
| 3Y | +652.2% | +231.3% | +420.9% | +319.9% |
| All | +56.8% | +175.3% | -118.5% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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