+28,547.2%
WM vs RRX
+4,066.6%
+24,480.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.5% | -3.1% |
| 7D | +1.2% | +7.5% | -6.3% | -0.4% |
| 30D | +13.1% | +3.0% | +10.1% | +11.8% |
| 3M | +3.6% | -5.3% | +9.0% | +3.9% |
| 6M | +8.1% | -26.6% | +34.7% | +12.0% |
| YTD | +8.9% | +21.2% | -12.3% | +1.0% |
| 1Y | +20.3% | +25.9% | -5.6% | +10.5% |
| 3Y | +46.2% | +71.7% | -25.5% | +20.4% |
| 5Y | +59.9% | +7.8% | +52.1% | +41.5% |
| 10Y | +345.6% | +242.9% | +102.7% | +194.7% |
| All | +28,547.2% | +4,066.6% | +24,480.7% | +15,734.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling