-68.6%
RNG vs WSM
+175.3%
-243.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -6.1% | -0.5% | -5.6% | -5.9% |
| 30D | +9.6% | -7.7% | +17.3% | +13.6% |
| 3M | +83.3% | +3.8% | +79.6% | +80.2% |
| 6M | +77.9% | +22.7% | +55.3% | +59.9% |
| YTD | +139.9% | +28.0% | +111.9% | +111.0% |
| 1Y | +121.7% | +12.7% | +108.9% | +105.9% |
| 3Y | +121.9% | +231.3% | -109.4% | -4.0% |
| All | -68.6% | +175.3% | -243.9% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling