+5,376.0%
WMB vs RRX
+3,904.5%
+1,471.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.6% | +3.4% | -2.9% | -0.6% |
| 30D | +3.3% | -11.1% | +14.4% | +7.5% |
| 3M | +3.1% | -23.7% | +26.9% | +11.2% |
| 6M | -0.7% | -22.0% | +21.3% | +4.1% |
| YTD | +25.2% | +16.5% | +8.7% | +12.2% |
| 1Y | +32.9% | +11.5% | +21.4% | +19.6% |
| 3Y | +140.6% | +1.5% | +139.0% | +108.3% |
| 5Y | +273.5% | +18.3% | +255.2% | +191.7% |
| 10Y | +334.2% | +209.8% | +124.4% | +122.9% |
| All | +5,376.0% | +3,904.5% | +1,471.5% | +2,132.5% |
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 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