+285.0%
WMB vs RRX
+16.5%
+268.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +4.6% | -8.0% | +12.6% | +5.8% |
| 3M | +5.7% | -25.1% | +30.8% | +9.2% |
| 6M | +4.2% | -18.3% | +22.5% | +5.5% |
| YTD | +26.8% | +14.2% | +12.7% | +21.2% |
| 1Y | +34.7% | +13.0% | +21.6% | +28.2% |
| 3Y | +146.8% | +4.2% | +142.6% | +133.9% |
| 5Y | +285.0% | +17.9% | +267.1% | +240.7% |
| All | +285.0% | +16.5% | +268.5% | +240.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling