+417.4%
WDC vs RRX
+14.9%
+402.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +1.7% | +3.4% | -1.7% | -0.6% |
| 30D | -10.0% | -11.1% | +1.2% | -2.6% |
| 3M | -18.8% | -23.7% | +5.0% | -2.9% |
| 6M | +79.0% | -22.0% | +101.0% | +107.2% |
| YTD | +171.6% | +16.5% | +155.1% | +150.9% |
| 1Y | +417.4% | +11.5% | +405.9% | +400.4% |
| All | +417.4% | +14.9% | +402.5% | +400.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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