+217.3%
RRX vs WY
+7.6%
+209.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.5% |
| 7D | -0.3% | -4.2% | +3.8% | +2.1% |
| 30D | -6.1% | -10.1% | +3.9% | -0.3% |
| 3M | -23.1% | -8.5% | -14.6% | -19.8% |
| 6M | -19.5% | -3.3% | -16.2% | -18.5% |
| YTD | +16.1% | -4.4% | +20.5% | +17.7% |
| 1Y | +12.9% | -11.5% | +24.4% | +19.7% |
| 3Y | +7.9% | -24.3% | +32.3% | +25.1% |
| 5Y | +19.1% | -21.3% | +40.4% | +34.3% |
| All | +217.3% | +7.6% | +209.8% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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