-9.7%
RKT vs WPM
+261.4%
-271.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -3.1% |
| 7D | -1.0% | +3.9% | -4.8% | -2.3% |
| 30D | -2.4% | +17.7% | -20.1% | -8.0% |
| 3M | +1.9% | +39.4% | -37.5% | -10.0% |
| 6M | -13.9% | +6.4% | -20.3% | -16.7% |
| YTD | -30.6% | +34.0% | -64.6% | -37.5% |
| 1Y | -34.4% | +50.5% | -84.9% | -43.2% |
| 3Y | +38.2% | +280.3% | -242.1% | -19.2% |
| 5Y | -9.7% | +266.3% | -276.0% | -52.5% |
| All | -9.7% | +261.4% | -271.0% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling