+647.4%
WM vs RNG
+320.7%
+326.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.9% |
| 7D | +1.2% | -11.3% | +12.5% | +1.8% |
| 30D | +13.1% | -5.7% | +18.8% | +13.3% |
| 3M | +3.6% | +16.8% | -13.2% | +2.6% |
| 6M | +8.1% | +58.5% | -50.4% | +5.0% |
| YTD | +8.9% | +151.3% | -142.4% | +2.5% |
| 1Y | +20.3% | +169.0% | -148.7% | +12.8% |
| 3Y | +46.2% | +156.9% | -110.7% | +35.2% |
| 5Y | +59.9% | -69.0% | +128.9% | +67.1% |
| 10Y | +345.6% | +262.0% | +83.6% | +271.4% |
| All | +647.4% | +320.7% | +326.6% | +511.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling