+417.4%
WDC vs RNG
+144.7%
+272.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.9% | +9.8% | +5.3% |
| 7D | +1.7% | +5.8% | -4.0% | +2.6% |
| 30D | -10.0% | +19.6% | -29.6% | -7.5% |
| 3M | -18.8% | +67.0% | -85.8% | -10.9% |
| 6M | +79.0% | +88.4% | -9.3% | +97.1% |
| YTD | +171.6% | +155.5% | +16.1% | +200.7% |
| 1Y | +417.4% | +141.7% | +275.7% | +484.8% |
| All | +417.4% | +144.7% | +272.7% | +484.8% |
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