+12.0%
WBD vs RRC
+6.5%
+5.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | +4.2% | +3.0% | +1.2% | +3.6% |
| 3M | +7.5% | +7.3% | +0.2% | +6.0% |
| 6M | +1.6% | +3.6% | -2.0% | +0.6% |
| YTD | -2.2% | +19.4% | -21.5% | -5.7% |
| 1Y | +124.9% | +21.4% | +103.5% | +115.3% |
| 3Y | +149.1% | +32.8% | +116.4% | +133.6% |
| 5Y | +7.8% | +152.0% | -144.1% | -11.3% |
| All | +12.0% | +6.5% | +5.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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