+46.0%
WM vs RRC
+31.1%
+14.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.1% |
| 3M | +0.4% | +4.0% | -3.6% | 0.0% |
| 6M | -9.5% | +1.6% | -11.1% | -9.8% |
| YTD | +0.5% | +19.7% | -19.2% | -1.0% |
| 1Y | -1.1% | +21.4% | -22.5% | -2.7% |
| All | +46.0% | +31.1% | +14.9% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling