+366.0%
WDC vs RNG
+128.1%
+237.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -4.3% | -6.1% | +1.8% | -5.2% |
| 30D | -1.5% | +9.6% | -11.1% | -0.1% |
| 3M | -15.5% | +83.3% | -98.8% | -7.8% |
| 6M | +66.5% | +77.9% | -11.5% | +81.9% |
| YTD | +159.9% | +139.9% | +19.9% | +186.0% |
| 1Y | +366.0% | +121.7% | +244.3% | +425.5% |
| All | +366.0% | +128.1% | +237.9% | +425.5% |
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