+293.4%
WBD vs RRX
+657.1%
-363.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.4% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | +3.9% | -8.0% | +11.8% | +7.6% |
| 3M | +5.1% | -25.1% | +30.1% | +16.2% |
| 6M | +0.6% | -18.3% | +18.8% | +4.2% |
| YTD | -3.2% | +14.2% | -17.3% | -16.2% |
| 1Y | +127.7% | +13.0% | +114.6% | +95.8% |
| 3Y | +146.6% | +4.2% | +142.4% | +109.5% |
| 5Y | +4.2% | +17.9% | -13.7% | -18.0% |
| 10Y | +13.7% | +220.4% | -206.8% | -48.3% |
| All | +293.4% | +657.1% | -363.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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