-27.1%
RKT vs WSM
+467.0%
-494.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | -6.3% | -0.5% | -5.7% | -6.0% |
| 30D | -6.2% | -7.7% | +1.5% | -2.8% |
| 3M | -1.9% | +3.8% | -5.6% | -3.1% |
| 6M | -13.0% | +22.7% | -35.7% | -19.7% |
| YTD | -31.9% | +28.0% | -59.9% | -38.2% |
| 1Y | -37.6% | +12.7% | -50.3% | -40.6% |
| 3Y | +36.8% | +231.3% | -194.5% | -22.1% |
| 5Y | -9.7% | +177.2% | -186.9% | -47.8% |
| All | -27.1% | +467.0% | -494.1% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling