-10.4%
RKT vs WWD
+27.2%
-37.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.9% | +10.6% | +9.7% |
| 7D | +29.7% | +7.3% | +22.4% | +24.4% |
| 30D | +28.5% | -2.0% | +30.5% | +29.1% |
| 3M | +6.4% | -12.6% | +19.0% | +14.3% |
| 6M | +7.1% | -8.4% | +15.6% | +10.1% |
| YTD | -22.5% | +8.2% | -30.7% | -28.8% |
| 1Y | -10.4% | +26.5% | -37.0% | -26.4% |
| All | -10.4% | +27.2% | -37.6% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling