+45.7%
WM vs RRC
+51.7%
-6.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -0.5% | -10.3% | +9.9% | +0.3% |
| 30D | +13.3% | +19.5% | -6.2% | +11.4% |
| 3M | +4.4% | +27.9% | -23.5% | +2.0% |
| 6M | +10.8% | +21.2% | -10.3% | +8.7% |
| YTD | +9.1% | +39.6% | -30.5% | +5.8% |
| 1Y | +19.1% | +31.3% | -12.1% | +16.0% |
| 3Y | +45.7% | +51.9% | -6.3% | +40.1% |
| All | +45.7% | +51.7% | -6.1% | +40.1% |
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