-22.2%
RKT vs WM
+120.9%
-143.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +1.4% | -2.4% | +3.8% | +2.3% |
| 3M | +6.3% | +0.4% | +5.8% | +5.6% |
| 6M | -15.5% | -9.5% | -6.0% | -12.5% |
| YTD | -27.4% | +0.5% | -27.9% | -28.5% |
| 1Y | -26.6% | -1.1% | -25.5% | -27.3% |
| 3Y | +41.2% | +46.0% | -4.8% | +6.4% |
| 5Y | -6.4% | +51.8% | -58.2% | -34.2% |
| All | -22.2% | +120.9% | -143.1% | -70.8% |
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