+192.2%
WWD vs RRC
+154.4%
+37.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.6% | -1.7% | +2.4% | +0.9% |
| 30D | -5.1% | +3.6% | -8.7% | -5.6% |
| 3M | -11.2% | +8.8% | -20.1% | -12.6% |
| 6M | -12.0% | +0.8% | -12.8% | -12.8% |
| YTD | +12.0% | +19.0% | -7.0% | +7.6% |
| 1Y | +42.8% | +22.9% | +19.9% | +35.8% |
| 3Y | +168.9% | +32.3% | +136.6% | +150.2% |
| 5Y | +192.2% | +151.6% | +40.6% | +138.6% |
| All | +192.2% | +154.4% | +37.8% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling