+53.9%
RGTI vs WWD
+184.9%
-131.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +2.5% | +0.6% | +1.9% | +2.0% |
| 30D | -13.7% | -5.1% | -8.6% | -10.3% |
| 3M | -22.6% | -11.2% | -11.4% | -16.7% |
| 6M | -13.4% | -12.0% | -1.4% | -7.3% |
| YTD | -31.2% | +12.0% | -43.2% | -39.1% |
| 1Y | -7.6% | +42.8% | -50.4% | -32.2% |
| 3Y | +669.7% | +168.9% | +500.7% | +266.5% |
| 5Y | +57.0% | +192.2% | -135.2% | -31.9% |
| All | +53.9% | +184.9% | -131.0% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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