-63.8%
WBD vs RRC
+44.3%
-108.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.2% |
| 7D | -13.9% | -11.6% | -2.4% | -11.5% |
| 30D | -7.6% | -4.3% | -3.3% | -6.6% |
| 3M | -28.3% | +1.4% | -29.7% | -28.6% |
| 6M | -22.3% | +32.0% | -54.4% | -27.0% |
| YTD | +6.9% | +32.7% | -25.9% | -0.6% |
| 1Y | -6.2% | +15.9% | -22.1% | -10.5% |
| All | -63.8% | +44.3% | -108.1% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling