-24.6%
WY vs RNG
+120.1%
-144.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | -3.7% | -9.6% | +5.9% | -2.7% |
| 30D | -11.3% | +8.8% | -20.1% | -12.2% |
| 3M | -8.1% | +78.6% | -86.8% | -13.9% |
| 6M | -7.4% | +70.3% | -77.7% | -13.7% |
| YTD | -4.7% | +140.3% | -145.0% | -16.6% |
| 1Y | -9.2% | +126.6% | -135.8% | -20.0% |
| All | -24.6% | +120.1% | -144.7% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling