-18.0%
RKT vs WM
+144.5%
-162.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.7% |
| 7D | +24.3% | +4.5% | +19.8% | +22.3% |
| 30D | +27.9% | +16.1% | +11.8% | +20.8% |
| 3M | +6.9% | +8.0% | -1.1% | +3.7% |
| 6M | +5.2% | +8.4% | -3.2% | +1.3% |
| YTD | -23.5% | +11.2% | -34.7% | -27.5% |
| 1Y | -9.1% | +22.3% | -31.4% | -17.7% |
| 3Y | +81.5% | +50.2% | +31.2% | +38.4% |
| 5Y | -2.0% | +63.3% | -65.3% | -31.6% |
| All | -18.0% | +144.5% | -162.5% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling