+13.7%
WSM vs RRC
+23.4%
-9.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +1.9% |
| 7D | -3.3% | +1.3% | -4.6% | -3.0% |
| 30D | -8.4% | +10.1% | -18.5% | -6.8% |
| 3M | +9.7% | +4.0% | +5.7% | +10.9% |
| 6M | +16.7% | +1.6% | +15.1% | +17.2% |
| YTD | +28.7% | +19.7% | +9.0% | +28.7% |
| 1Y | +13.7% | +21.4% | -7.8% | +14.8% |
| All | +13.7% | +23.4% | -9.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling