+121.9%
RNG vs WSM
+230.1%
-108.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | +9.6% | -7.7% | +17.3% | +12.1% |
| 3M | +83.3% | +3.8% | +79.6% | +81.5% |
| 6M | +77.9% | +22.7% | +55.3% | +66.9% |
| YTD | +139.9% | +28.0% | +111.9% | +123.0% |
| 1Y | +121.7% | +12.7% | +108.9% | +112.9% |
| 3Y | +121.9% | +231.3% | -109.4% | +39.0% |
| All | +121.9% | +230.1% | -108.2% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling