+215.0%
RNG vs WSM
+1,071.8%
-856.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -6.1% | -0.5% | -5.6% | -5.9% |
| 30D | +9.6% | -7.7% | +17.3% | +12.5% |
| 3M | +83.3% | +3.8% | +79.6% | +81.1% |
| 6M | +77.9% | +22.7% | +55.3% | +64.8% |
| YTD | +139.9% | +28.0% | +111.9% | +118.8% |
| 1Y | +121.7% | +12.7% | +108.9% | +110.4% |
| 3Y | +121.9% | +231.3% | -109.4% | +35.6% |
| 5Y | -68.4% | +177.2% | -245.5% | -80.2% |
| All | +215.0% | +1,071.8% | -856.8% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling