+217.3%
RRX vs WSM
+1,071.8%
-854.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | -6.1% | -7.7% | +1.6% | -3.5% |
| 3M | -23.1% | +3.8% | -26.8% | -24.2% |
| 6M | -19.5% | +22.7% | -42.2% | -25.1% |
| YTD | +16.1% | +28.0% | -11.9% | +6.5% |
| 1Y | +12.9% | +12.7% | +0.2% | +8.0% |
| 3Y | +7.9% | +231.3% | -223.3% | -29.7% |
| 5Y | +19.1% | +177.2% | -158.1% | -21.4% |
| All | +217.3% | +1,071.8% | -854.4% | +18.2% |
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