-5.4%
RKT vs WM
+61.9%
-67.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -9.0% | +3.2% | -12.2% | -9.9% |
| 30D | +30.2% | +13.0% | +17.2% | +25.8% |
| 3M | -8.8% | +9.2% | -18.1% | -11.2% |
| 6M | -0.9% | +13.6% | -14.6% | -5.0% |
| YTD | -29.2% | +12.4% | -41.6% | -32.2% |
| 1Y | -20.1% | +21.2% | -41.3% | -25.5% |
| 3Y | +81.3% | +48.7% | +32.6% | +47.4% |
| All | -5.4% | +61.9% | -67.2% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling