+41.1%
WSM vs RRC
+44.7%
-3.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.5% | +10.0% | +5.7% |
| 7D | +8.0% | -6.8% | +14.8% | +6.6% |
| 30D | +13.5% | +34.7% | -21.2% | +21.1% |
| 3M | +8.8% | +31.5% | -22.7% | +15.7% |
| 6M | +54.7% | +21.8% | +32.9% | +62.4% |
| YTD | +53.3% | +48.9% | +4.4% | +63.1% |
| 1Y | +41.1% | +42.1% | -1.0% | +49.5% |
| All | +41.1% | +44.7% | -3.6% | +49.5% |
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