+1,394.6%
WDC vs RNG
+122.1%
+1,272.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +7.5% | -4.1% | +11.5% | +7.5% |
| 30D | +10.1% | +8.6% | +1.4% | +9.7% |
| 3M | -6.8% | +78.0% | -84.8% | -9.5% |
| 6M | +84.1% | +67.0% | +17.1% | +78.9% |
| YTD | +180.3% | +142.4% | +37.8% | +155.2% |
| 1Y | +411.1% | +120.4% | +290.6% | +372.3% |
| All | +1,394.6% | +122.1% | +1,272.5% | +1,227.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling