-24.1%
RKT vs WM
+147.1%
-171.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -9.0% | +3.2% | -12.2% | -10.1% |
| 30D | +30.2% | +13.0% | +17.2% | +24.2% |
| 3M | -8.8% | +9.2% | -18.1% | -12.0% |
| 6M | -0.9% | +13.6% | -14.6% | -6.4% |
| YTD | -29.2% | +12.4% | -41.6% | -33.2% |
| 1Y | -20.1% | +21.2% | -41.3% | -27.3% |
| 3Y | +81.3% | +48.7% | +32.6% | +39.6% |
| 5Y | -6.6% | +61.9% | -68.5% | -34.0% |
| All | -24.1% | +147.1% | -171.2% | -72.7% |
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 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