+113.2%
WDC vs RNG
+179.4%
-66.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.5% | -6.8% |
| 7D | -18.3% | -9.6% | -8.8% | -19.4% |
| 30D | -26.7% | -1.4% | -25.3% | -26.8% |
| 3M | -40.9% | +28.8% | -69.7% | -38.2% |
| 6M | -26.8% | +65.6% | -92.3% | -17.8% |
| YTD | +88.2% | +171.4% | -83.2% | +117.5% |
| 1Y | +113.2% | +185.3% | -72.1% | +138.5% |
| All | +113.2% | +179.4% | -66.2% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling