+302.9%
WM vs RNG
+216.3%
+86.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.3% |
| 7D | -0.9% | -0.8% | -0.1% | -0.9% |
| 30D | -4.3% | +11.4% | -15.7% | -4.9% |
| 3M | +0.8% | +72.1% | -71.3% | -2.2% |
| 6M | -10.8% | +67.9% | -78.7% | -13.5% |
| YTD | -0.1% | +144.3% | -144.4% | -5.5% |
| 1Y | +1.0% | +117.5% | -116.5% | -4.0% |
| 3Y | +45.1% | +123.9% | -78.8% | +35.5% |
| 5Y | +52.1% | -70.1% | +122.2% | +61.6% |
| 10Y | +302.9% | +215.9% | +87.1% | +218.1% |
| All | +302.9% | +216.3% | +86.6% | +218.1% |
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