+305.6%
WM vs RRC
+10.9%
+294.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | -0.3% | +1.3% | -1.6% | -0.4% |
| 30D | -2.4% | +10.1% | -12.5% | -2.9% |
| 3M | +0.4% | +4.0% | -3.6% | +0.2% |
| 6M | -9.5% | +1.6% | -11.1% | -9.6% |
| YTD | +0.5% | +19.7% | -19.2% | -0.6% |
| 1Y | -1.1% | +21.4% | -22.5% | -2.3% |
| 3Y | +46.0% | +29.7% | +16.4% | +42.9% |
| 5Y | +51.8% | +153.9% | -102.1% | +42.0% |
| All | +305.6% | +10.9% | +294.8% | +245.6% |
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