+25.0%
WY vs RNG
+301.7%
-276.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -4.2% | -6.1% | +1.9% | -3.3% |
| 30D | -10.1% | +9.6% | -19.7% | -11.3% |
| 3M | -8.5% | +83.3% | -91.8% | -16.5% |
| 6M | -3.3% | +77.9% | -81.3% | -12.5% |
| YTD | -4.4% | +139.9% | -144.3% | -18.4% |
| 1Y | -11.5% | +121.7% | -133.1% | -23.8% |
| 3Y | -24.3% | +121.9% | -146.2% | -36.6% |
| 5Y | -21.3% | -68.4% | +47.0% | -19.0% |
| 10Y | +7.0% | +220.0% | -213.0% | -23.4% |
| All | +25.0% | +301.7% | -276.6% | -12.1% |
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