+46.2%
WM vs RNG
+154.7%
-108.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.1% |
| 7D | +1.2% | -11.3% | +12.5% | +1.2% |
| 30D | +13.1% | -5.7% | +18.8% | +13.0% |
| 3M | +3.6% | +16.8% | -13.2% | +3.5% |
| 6M | +8.1% | +58.5% | -50.4% | +7.7% |
| YTD | +8.9% | +151.3% | -142.4% | +8.6% |
| 1Y | +20.3% | +169.0% | -148.7% | +20.0% |
| 3Y | +46.2% | +156.9% | -110.7% | +44.8% |
| All | +46.2% | +154.7% | -108.5% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling