+2,408.5%
RRX vs WWD
+14,767.1%
-12,358.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | +12.6% | +8.2% | +4.5% | +9.3% |
| 30D | +10.6% | -0.2% | +10.7% | +11.1% |
| 3M | +4.6% | -8.4% | +13.1% | +8.8% |
| 6M | -13.6% | -9.5% | -4.1% | -10.0% |
| YTD | +29.4% | +10.1% | +19.3% | +25.2% |
| 1Y | +31.9% | +21.6% | +10.4% | +22.3% |
| 3Y | +68.3% | +149.6% | -81.3% | +17.1% |
| 5Y | +13.2% | +191.3% | -178.1% | -26.5% |
| 10Y | +209.9% | +455.2% | -245.2% | +53.5% |
| All | +2,408.5% | +14,767.1% | -12,358.6% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling