+957.1%
WDC vs RRX
+14.8%
+942.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.4% |
| 7D | +4.4% | -3.7% | +8.2% | +6.6% |
| 30D | +5.3% | -9.3% | +14.6% | +10.9% |
| 3M | -5.9% | -21.8% | +15.9% | +7.7% |
| 6M | +73.2% | -22.0% | +95.2% | +98.2% |
| YTD | +167.8% | +11.9% | +155.9% | +154.5% |
| 1Y | +386.0% | +11.6% | +374.4% | +359.7% |
| 3Y | +1,309.7% | +2.2% | +1,307.5% | +1,225.7% |
| 5Y | +957.1% | +14.9% | +942.2% | +837.8% |
| All | +957.1% | +14.8% | +942.3% | +837.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling