+567.0%
WDC vs RNG
-72.1%
+639.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.9% |
| 7D | +12.1% | +4.6% | +7.5% | +11.4% |
| 30D | -18.8% | +0.4% | -19.2% | -18.6% |
| 3M | -39.3% | +11.4% | -50.7% | -40.3% |
| 6M | -40.1% | +95.7% | -135.8% | -47.2% |
| YTD | +71.8% | +162.9% | -91.1% | +38.0% |
| 1Y | +88.5% | +180.3% | -91.8% | +49.3% |
| 3Y | +770.0% | +188.3% | +581.6% | +551.2% |
| All | +567.0% | -72.1% | +639.1% | +608.7% |
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 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