-26.2%
WBD vs RGTI
+53.1%
-79.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.1% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +4.2% | -16.2% | +20.4% | +5.4% |
| 3M | +7.5% | -22.0% | +29.5% | +8.8% |
| 6M | +1.6% | -10.8% | +12.4% | +0.4% |
| YTD | -2.2% | -31.6% | +29.4% | -1.8% |
| 1Y | +124.9% | -6.4% | +131.2% | +116.2% |
| 3Y | +149.1% | +665.7% | -516.5% | +73.4% |
| 5Y | +7.8% | +55.6% | -47.8% | -18.2% |
| All | -26.2% | +53.1% | -79.3% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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