-16.0%
RKT vs WM
+139.8%
-155.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +10.3% | -0.5% | +10.8% | +10.5% |
| 30D | +32.3% | +13.3% | +19.0% | +26.2% |
| 3M | +10.7% | +4.4% | +6.3% | +8.9% |
| 6M | -3.2% | +10.8% | -14.0% | -7.6% |
| YTD | -21.5% | +9.1% | -30.6% | -25.1% |
| 1Y | -6.0% | +19.1% | -25.1% | -14.0% |
| 3Y | +104.2% | +45.7% | +58.6% | +58.2% |
| 5Y | +2.5% | +60.4% | -58.0% | -28.1% |
| All | -16.0% | +139.8% | -155.7% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling