-16.0%
RKT vs WMB
+325.0%
-340.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | 0.0% |
| 7D | +10.3% | -6.7% | +17.0% | +11.8% |
| 30D | +32.3% | -8.6% | +40.9% | +34.3% |
| 3M | +10.7% | -4.9% | +15.6% | +10.7% |
| 6M | -3.2% | -6.3% | +3.1% | -3.7% |
| YTD | -21.5% | +13.0% | -34.5% | -27.4% |
| 1Y | -6.0% | +14.9% | -20.9% | -13.5% |
| 3Y | +104.2% | +113.4% | -9.2% | +39.6% |
| 5Y | +2.5% | +190.2% | -187.7% | -35.8% |
| All | -16.0% | +325.0% | -340.9% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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