+2,351.2%
RRX vs WWD
+14,675.7%
-12,324.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | +4.3% | +4.0% | +0.4% | +2.8% |
| 30D | +12.3% | +0.4% | +11.9% | +12.6% |
| 3M | +3.7% | -7.9% | +11.6% | +7.5% |
| 6M | -13.9% | -10.6% | -3.3% | -9.8% |
| YTD | +26.5% | +9.4% | +17.1% | +22.7% |
| 1Y | +29.3% | +25.7% | +3.6% | +18.4% |
| 3Y | +65.6% | +148.5% | -83.0% | +15.4% |
| 5Y | +10.6% | +189.5% | -178.9% | -28.0% |
| 10Y | +202.9% | +451.8% | -248.9% | +50.4% |
| All | +2,351.2% | +14,675.7% | -12,324.5% | +475.5% |
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