+916.1%
WDC vs RNG
-68.4%
+984.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -4.3% | -6.1% | +1.8% | -3.5% |
| 30D | -1.5% | +9.6% | -11.1% | -3.0% |
| 3M | -15.5% | +83.3% | -98.8% | -24.3% |
| 6M | +66.5% | +77.9% | -11.5% | +48.0% |
| YTD | +159.9% | +139.9% | +19.9% | +112.9% |
| 1Y | +366.0% | +121.7% | +244.3% | +286.9% |
| 3Y | +1,285.8% | +121.9% | +1,164.0% | +999.1% |
| All | +916.1% | -68.4% | +984.5% | +881.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling