+313.0%
WM vs RRX
+218.7%
+94.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -0.9% | +4.3% | -5.2% | -1.5% |
| 30D | -4.3% | -8.0% | +3.7% | -3.3% |
| 3M | +0.8% | -22.0% | +22.8% | +3.3% |
| 6M | -10.8% | -11.9% | +1.1% | -11.1% |
| YTD | -0.1% | +17.1% | -17.2% | -5.6% |
| 1Y | +1.0% | +14.9% | -13.9% | -4.8% |
| 3Y | +45.1% | +6.9% | +38.2% | +33.5% |
| 5Y | +52.1% | +19.6% | +32.6% | +31.0% |
| All | +313.0% | +218.7% | +94.2% | +138.5% |
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