+3,895.4%
RRX vs WSM
+34,818.5%
-30,923.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +4.3% | +2.6% | +1.7% | +3.7% |
| 30D | -8.0% | -9.5% | +1.5% | -6.1% |
| 3M | -22.0% | +12.9% | -34.9% | -24.0% |
| 6M | -11.9% | +23.0% | -34.9% | -15.5% |
| YTD | +17.1% | +28.9% | -11.8% | +11.3% |
| 1Y | +14.9% | +13.7% | +1.2% | +12.0% |
| 3Y | +6.9% | +232.6% | -225.7% | -17.0% |
| 5Y | +19.6% | +185.9% | -166.3% | -6.4% |
| 10Y | +215.9% | +998.6% | -782.7% | +84.3% |
| All | +3,895.4% | +34,818.5% | -30,923.1% | +1,420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling