+589.7%
WM vs RNG
+327.7%
+262.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.0% |
| 7D | -0.3% | +5.8% | -6.1% | -0.6% |
| 30D | -2.4% | +19.6% | -22.0% | -3.3% |
| 3M | +0.4% | +67.0% | -66.6% | -2.5% |
| 6M | -9.5% | +88.4% | -97.9% | -12.9% |
| YTD | +0.5% | +155.5% | -155.0% | -5.3% |
| 1Y | -1.1% | +141.7% | -142.8% | -6.7% |
| 3Y | +46.0% | +131.1% | -85.0% | +36.0% |
| 5Y | +51.8% | -70.6% | +122.4% | +59.5% |
| 10Y | +307.5% | +228.2% | +79.3% | +242.0% |
| All | +589.7% | +327.7% | +262.0% | +464.3% |
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