+34,755.7%
WSM vs RRC
+1,202.2%
+33,553.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | -3.3% | +1.3% | -4.6% | -3.4% |
| 30D | -8.4% | +10.1% | -18.5% | -9.4% |
| 3M | +9.7% | +4.0% | +5.7% | +8.9% |
| 6M | +16.7% | +1.6% | +15.1% | +15.9% |
| YTD | +28.7% | +19.7% | +9.0% | +25.2% |
| 1Y | +13.7% | +21.4% | -7.8% | +10.1% |
| 3Y | +230.1% | +29.7% | +200.4% | +215.4% |
| 5Y | +179.0% | +153.9% | +25.1% | +141.9% |
| 10Y | +1,002.5% | +10.8% | +991.7% | +833.9% |
| All | +34,755.7% | +1,202.2% | +33,553.5% | +24,034.7% |
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