+61.9%
WM vs RRC
+134.0%
-72.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +3.2% | +6.4% | -3.2% | +2.7% |
| 30D | +13.0% | +23.9% | -10.9% | +11.0% |
| 3M | +9.2% | +30.2% | -20.9% | +6.8% |
| 6M | +13.6% | +26.3% | -12.6% | +11.3% |
| YTD | +12.4% | +48.1% | -35.7% | +8.7% |
| 1Y | +21.2% | +37.7% | -16.5% | +17.8% |
| 3Y | +48.7% | +60.3% | -11.6% | +41.9% |
| All | +61.9% | +134.0% | -72.1% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling