+49.3%
WM vs RRC
+40.4%
+8.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.8% | +1.4% |
| 7D | +4.5% | -6.9% | +11.4% | +5.0% |
| 30D | +16.1% | +25.4% | -9.4% | +13.7% |
| 3M | +8.0% | +31.9% | -23.9% | +5.4% |
| 6M | +8.4% | +17.2% | -8.8% | +6.6% |
| YTD | +11.2% | +43.4% | -32.2% | +7.7% |
| 1Y | +22.3% | +36.7% | -14.4% | +18.8% |
| All | +49.3% | +40.4% | +8.9% | +44.0% |
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