+1,030.8%
WSM vs RRC
+6.5%
+1,024.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | -10.7% | +3.0% | -13.7% | -11.1% |
| 3M | +8.5% | +7.3% | +1.2% | +7.0% |
| 6M | +19.6% | +3.6% | +16.1% | +18.2% |
| YTD | +26.6% | +19.4% | +7.2% | +21.9% |
| 1Y | +12.0% | +21.4% | -9.5% | +7.1% |
| 3Y | +226.6% | +32.8% | +193.9% | +205.0% |
| 5Y | +174.1% | +152.0% | +22.2% | +126.6% |
| All | +1,030.8% | +6.5% | +1,024.3% | +706.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling