-9.7%
RKT vs WWD
+191.3%
-201.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -2.4% | -5.1% | +2.7% | -0.3% |
| 3M | +1.9% | -11.2% | +13.1% | +6.8% |
| 6M | -13.9% | -12.0% | -1.8% | -9.3% |
| YTD | -30.6% | +12.0% | -42.6% | -34.0% |
| 1Y | -34.4% | +42.8% | -77.2% | -43.6% |
| 3Y | +38.2% | +168.9% | -130.8% | -15.9% |
| 5Y | -9.7% | +192.2% | -201.9% | -52.5% |
| All | -9.7% | +191.3% | -201.0% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling