+325.0%
WM vs RRC
+60.0%
+265.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -0.5% | -10.3% | +9.9% | +0.1% |
| 30D | +13.3% | +19.5% | -6.2% | +12.1% |
| 3M | +4.4% | +27.9% | -23.5% | +2.8% |
| 6M | +10.8% | +21.2% | -10.3% | +9.5% |
| YTD | +9.1% | +39.6% | -30.5% | +6.8% |
| 1Y | +19.1% | +31.3% | -12.1% | +17.0% |
| 3Y | +45.7% | +51.9% | -6.3% | +41.3% |
| 5Y | +60.4% | +110.2% | -49.7% | +51.2% |
| All | +325.0% | +60.0% | +265.0% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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