+150.0%
WMB vs RRX
+6.3%
+143.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.2% |
| 7D | +0.8% | +4.3% | -3.5% | +0.4% |
| 30D | +7.7% | -8.0% | +15.7% | +8.5% |
| 3M | +6.7% | -22.0% | +28.7% | +8.5% |
| 6M | +3.6% | -11.9% | +15.5% | +3.7% |
| YTD | +28.0% | +17.1% | +10.9% | +23.9% |
| 1Y | +37.6% | +14.9% | +22.7% | +33.1% |
| All | +150.0% | +6.3% | +143.7% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling