+328.7%
WM vs RNG
+259.3%
+69.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | +0.1% |
| 7D | -0.5% | -6.2% | +5.8% | -0.2% |
| 30D | +13.3% | -8.0% | +21.3% | +13.7% |
| 3M | +4.4% | +15.7% | -11.3% | +3.5% |
| 6M | +10.8% | +60.3% | -49.5% | +7.7% |
| YTD | +9.1% | +153.8% | -144.7% | +2.9% |
| 1Y | +19.1% | +172.2% | -153.0% | +12.0% |
| 3Y | +45.7% | +174.8% | -129.2% | +34.5% |
| 5Y | +60.4% | -68.6% | +129.1% | +69.8% |
| 10Y | +328.7% | +248.2% | +80.5% | +254.9% |
| All | +328.7% | +259.3% | +69.4% | +254.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling