+328.7%
WM vs RRX
+238.3%
+90.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.9% | -6.8% | -0.7% |
| 7D | -0.5% | +12.3% | -12.8% | -2.1% |
| 30D | +13.3% | +9.5% | +3.8% | +11.6% |
| 3M | +4.4% | +1.8% | +2.6% | +3.7% |
| 6M | +10.8% | -15.3% | +26.2% | +11.9% |
| YTD | +9.1% | +29.6% | -20.5% | +1.3% |
| 1Y | +19.1% | +34.1% | -14.9% | +9.8% |
| 3Y | +45.7% | +74.0% | -28.4% | +20.4% |
| 5Y | +60.4% | +14.7% | +45.7% | +42.7% |
| 10Y | +328.7% | +229.4% | +99.3% | +159.4% |
| All | +328.7% | +238.3% | +90.4% | +159.4% |
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