+53.9%
WM vs RNG
-70.5%
+124.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.1% |
| 7D | -0.3% | +5.8% | -6.1% | -0.4% |
| 30D | -2.4% | +19.6% | -22.0% | -2.8% |
| 3M | +0.4% | +67.0% | -66.6% | -0.8% |
| 6M | -9.5% | +88.4% | -97.9% | -10.9% |
| YTD | +0.5% | +155.5% | -155.0% | -2.0% |
| 1Y | -1.1% | +141.7% | -142.8% | -3.4% |
| 3Y | +46.0% | +131.1% | -85.0% | +41.5% |
| All | +53.9% | -70.5% | +124.4% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling