-23.6%
RKT vs WSM
+471.0%
-494.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +6.0% | +2.6% | +3.4% | +4.8% |
| 30D | +0.7% | -9.5% | +10.2% | +5.2% |
| 3M | +11.8% | +12.9% | -1.1% | +6.7% |
| 6M | -7.6% | +23.0% | -30.7% | -14.8% |
| YTD | -28.7% | +28.9% | -57.6% | -35.4% |
| 1Y | -32.6% | +13.7% | -46.2% | -36.0% |
| 3Y | +42.1% | +232.6% | -190.5% | -19.2% |
| 5Y | -7.2% | +185.9% | -193.0% | -46.8% |
| All | -23.6% | +471.0% | -494.6% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling