+1,116.1%
WDC vs RNG
+309.1%
+807.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +2.9% |
| 7D | +6.0% | -0.8% | +6.8% | +6.0% |
| 30D | +9.9% | +11.4% | -1.5% | +7.4% |
| 3M | -9.4% | +72.1% | -81.5% | -20.4% |
| 6M | +94.7% | +67.9% | +26.8% | +69.5% |
| YTD | +177.4% | +144.3% | +33.0% | +117.0% |
| 1Y | +412.6% | +117.5% | +295.1% | +310.1% |
| 3Y | +1,359.8% | +123.9% | +1,235.9% | +1,006.5% |
| 5Y | +992.6% | -70.1% | +1,062.7% | +1,090.3% |
| 10Y | +1,245.5% | +215.9% | +1,029.6% | +627.7% |
| All | +1,116.1% | +309.1% | +807.0% | +527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling