+281.4%
WMB vs RRX
+200.5%
+80.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | +7.8% | +4.3% | +3.5% | +6.5% |
| 30D | -5.1% | +12.3% | -17.4% | -8.4% |
| 3M | -4.7% | +3.7% | -8.4% | -6.1% |
| 6M | -7.4% | -13.9% | +6.5% | -5.6% |
| YTD | +17.5% | +26.5% | -9.0% | +3.5% |
| 1Y | +19.5% | +29.3% | -9.8% | +4.2% |
| 3Y | +121.3% | +65.6% | +55.7% | +62.4% |
| 5Y | +200.5% | +10.6% | +189.9% | +148.4% |
| All | +281.4% | +200.5% | +80.9% | +81.5% |
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