+18,229.0%
WDC vs RRX
+3,925.9%
+14,303.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +6.0% | +4.3% | +1.7% | +3.9% |
| 30D | +9.9% | -8.0% | +18.0% | +14.3% |
| 3M | -9.4% | -22.0% | +12.6% | +2.2% |
| 6M | +94.7% | -11.9% | +106.6% | +107.7% |
| YTD | +177.4% | +17.1% | +160.3% | +157.5% |
| 1Y | +412.6% | +14.9% | +397.7% | +377.1% |
| 3Y | +1,359.8% | +6.9% | +1,352.9% | +1,227.3% |
| 5Y | +992.6% | +19.6% | +973.0% | +830.3% |
| 10Y | +1,245.5% | +215.9% | +1,029.6% | +648.3% |
| All | +18,229.0% | +3,925.9% | +14,303.1% | +6,654.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling