-16.7%
RKT vs WM
+139.4%
-156.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.5% |
| 7D | +17.7% | +1.2% | +16.5% | +17.1% |
| 30D | +31.6% | +13.1% | +18.6% | +25.7% |
| 3M | +13.9% | +3.6% | +10.3% | +12.3% |
| 6M | +2.8% | +8.1% | -5.3% | -0.9% |
| YTD | -22.2% | +8.9% | -31.1% | -25.7% |
| 1Y | -3.5% | +20.3% | -23.9% | -12.1% |
| 3Y | +95.3% | +46.2% | +49.1% | +50.9% |
| 5Y | -0.4% | +59.9% | -60.3% | -29.9% |
| All | -16.7% | +139.4% | -156.1% | -69.7% |
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 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