+38,954.9%
WSM vs RRC
+1,510.8%
+37,444.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.4% |
| 7D | 0.0% | +6.4% | -6.4% | -0.7% |
| 30D | +5.1% | +23.9% | -18.8% | +2.2% |
| 3M | +5.1% | +30.2% | -25.1% | +1.5% |
| 6M | +48.6% | +26.3% | +22.3% | +43.7% |
| YTD | +44.2% | +48.1% | -3.9% | +36.3% |
| 1Y | +38.1% | +37.7% | +0.4% | +31.6% |
| 3Y | +257.2% | +60.3% | +196.9% | +232.1% |
| 5Y | +165.1% | +135.3% | +29.8% | +131.4% |
| 10Y | +1,123.6% | +73.3% | +1,050.2% | +885.2% |
| All | +38,954.9% | +1,510.8% | +37,444.1% | +26,183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling