+1,188.5%
WDC vs RRX
+228.4%
+960.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -5.2% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | -1.5% | -6.1% | +4.6% | +2.2% |
| 3M | -15.5% | -23.1% | +7.6% | -1.2% |
| 6M | +66.5% | -19.5% | +86.0% | +89.1% |
| YTD | +159.9% | +16.1% | +143.8% | +135.1% |
| 1Y | +366.0% | +12.9% | +353.0% | +324.6% |
| 3Y | +1,285.8% | +7.9% | +1,277.9% | +1,089.5% |
| 5Y | +925.6% | +19.1% | +906.5% | +688.5% |
| All | +1,188.5% | +228.4% | +960.2% | +402.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling