+29,154.7%
WM vs RRC
+1,459.8%
+27,694.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.8% | +1.3% |
| 7D | +4.5% | -6.9% | +11.4% | +4.8% |
| 30D | +16.1% | +25.4% | -9.4% | +14.9% |
| 3M | +8.0% | +31.9% | -23.9% | +6.7% |
| 6M | +8.4% | +17.2% | -8.8% | +7.6% |
| YTD | +11.2% | +43.4% | -32.2% | +9.3% |
| 1Y | +22.3% | +36.7% | -14.4% | +20.5% |
| 3Y | +50.2% | +38.8% | +11.4% | +47.2% |
| 5Y | +63.3% | +118.3% | -55.0% | +55.5% |
| 10Y | +355.0% | +67.7% | +287.3% | +317.6% |
| All | +29,154.7% | +1,459.8% | +27,694.9% | +31,156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling