-6.6%
RKT vs WSM
+165.0%
-171.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.5% | -0.6% | -2.8% |
| 7D | -7.5% | -3.2% | -4.3% | -6.0% |
| 30D | +26.6% | +4.6% | +21.9% | +23.9% |
| 3M | -2.4% | +2.4% | -4.9% | -3.6% |
| 6M | -7.4% | +43.7% | -51.0% | -21.6% |
| YTD | -29.2% | +42.1% | -71.3% | -39.5% |
| 1Y | -23.5% | +32.3% | -55.8% | -32.6% |
| 3Y | +73.9% | +253.0% | -179.1% | -13.6% |
| 5Y | -6.6% | +161.3% | -167.9% | -50.7% |
| All | -6.6% | +165.0% | -171.7% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling