+818.7%
WWD vs RNG
+327.7%
+491.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.5% |
| 7D | +1.3% | +5.8% | -4.5% | +0.6% |
| 30D | -7.2% | +19.6% | -26.8% | -9.3% |
| 3M | -3.8% | +67.0% | -70.9% | -10.4% |
| 6M | -9.9% | +88.4% | -98.3% | -18.2% |
| YTD | +14.8% | +155.5% | -140.7% | -1.4% |
| 1Y | +42.1% | +141.7% | -99.6% | +22.6% |
| 3Y | +170.8% | +131.1% | +39.7% | +128.4% |
| 5Y | +197.5% | -70.6% | +268.1% | +212.8% |
| 10Y | +477.8% | +228.2% | +249.6% | +259.7% |
| All | +818.7% | +327.7% | +491.0% | +436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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