+3,895.4%
RRX vs WY
+676.8%
+3,218.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +1.1% |
| 7D | +4.3% | -2.1% | +6.3% | +5.1% |
| 30D | -8.0% | -10.5% | +2.5% | -3.9% |
| 3M | -22.0% | -4.9% | -17.1% | -20.9% |
| 6M | -11.9% | -4.9% | -7.0% | -10.4% |
| YTD | +17.1% | -1.7% | +18.8% | +17.2% |
| 1Y | +14.9% | -9.4% | +24.3% | +18.8% |
| 3Y | +6.9% | -22.3% | +29.2% | +17.8% |
| 5Y | +19.6% | -20.5% | +40.1% | +30.8% |
| 10Y | +215.9% | +4.9% | +211.0% | +198.0% |
| All | +3,895.4% | +676.8% | +3,218.6% | +2,563.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling