+326.4%
WM vs RRX
+224.4%
+102.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +1.2% | 0.0% | +1.1% | +1.0% |
| 30D | +13.7% | +9.0% | +4.6% | +12.1% |
| 3M | +5.2% | +4.0% | +1.2% | +4.3% |
| 6M | +11.2% | -15.7% | +26.9% | +12.3% |
| YTD | +9.4% | +29.0% | -19.6% | +1.7% |
| 1Y | +20.4% | +35.2% | -14.9% | +10.7% |
| 3Y | +44.7% | +67.7% | -23.0% | +20.6% |
| 5Y | +58.5% | +14.9% | +43.6% | +40.8% |
| 10Y | +326.4% | +216.8% | +109.5% | +159.9% |
| All | +326.4% | +224.4% | +102.0% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling