-27.0%
RKT vs WWD
+350.6%
-377.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -7.2% | -2.9% | -4.4% | -6.2% |
| 30D | -7.9% | -6.6% | -1.3% | -5.6% |
| 3M | +5.2% | -9.3% | +14.5% | +8.7% |
| 6M | -14.9% | -13.6% | -1.3% | -10.4% |
| YTD | -31.9% | +10.4% | -42.2% | -34.1% |
| 1Y | -36.9% | +39.9% | -76.8% | -43.8% |
| 3Y | +35.7% | +165.0% | -129.3% | -6.7% |
| 5Y | -9.7% | +183.8% | -193.5% | -42.8% |
| All | -27.0% | +350.6% | -377.6% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling