-21.6%
WY vs RRC
+150.0%
-171.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -3.7% | -1.2% | -2.5% | -3.5% |
| 30D | -11.3% | +3.0% | -14.3% | -11.7% |
| 3M | -8.1% | +7.3% | -15.4% | -9.2% |
| 6M | -7.4% | +3.6% | -11.0% | -8.4% |
| YTD | -4.7% | +19.4% | -24.1% | -8.1% |
| 1Y | -9.2% | +21.4% | -30.6% | -13.1% |
| 3Y | -24.7% | +32.8% | -57.5% | -30.4% |
| 5Y | -21.6% | +152.0% | -173.5% | -34.8% |
| All | -21.6% | +150.0% | -171.5% | -34.8% |
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