+64.5%
RBRK vs WPM
+37.6%
+26.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.0% | -9.9% | +0.4% |
| 7D | -12.5% | +3.9% | -16.4% | -13.0% |
| 30D | -3.0% | -3.5% | +0.5% | -2.6% |
| 3M | +46.9% | +14.1% | +32.8% | +42.3% |
| 6M | +105.4% | +6.2% | +99.2% | +99.8% |
| YTD | +55.6% | +12.4% | +43.2% | +50.1% |
| All | +64.5% | +37.6% | +26.8% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling