+200.9%
RRX vs WWD
+439.4%
-238.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | +4.3% | +4.0% | +0.4% | +2.2% |
| 30D | +12.3% | +0.4% | +11.9% | +12.5% |
| 3M | +3.7% | -7.9% | +11.6% | +8.9% |
| 6M | -13.9% | -10.6% | -3.3% | -8.4% |
| YTD | +26.5% | +9.4% | +17.1% | +20.6% |
| 1Y | +29.3% | +25.7% | +3.6% | +13.7% |
| 3Y | +65.6% | +148.5% | -83.0% | -1.6% |
| 5Y | +10.6% | +189.5% | -178.9% | -41.0% |
| All | +200.9% | +439.4% | -238.5% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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