+824.8%
WDC vs RGTI
+53.1%
+771.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.4% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +5.3% | -16.2% | +21.5% | +6.8% |
| 3M | -5.9% | -22.0% | +16.1% | -4.0% |
| 6M | +73.2% | -10.8% | +84.0% | +73.7% |
| YTD | +167.8% | -31.6% | +199.4% | +172.7% |
| 1Y | +386.0% | -6.4% | +392.4% | +377.4% |
| 3Y | +1,309.7% | +665.7% | +644.0% | +955.3% |
| 5Y | +957.1% | +55.6% | +901.4% | +743.8% |
| All | +824.8% | +53.1% | +771.7% | +609.7% |
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