+53.9%
RMD vs WPM
+279.1%
-225.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -4.5% | +7.0% | -11.5% | -5.2% |
| 30D | +4.6% | +15.7% | -11.1% | +2.8% |
| 3M | +14.8% | +35.2% | -20.4% | +10.6% |
| 6M | -12.1% | +6.1% | -18.2% | -13.0% |
| YTD | -7.5% | +32.6% | -40.0% | -11.7% |
| 1Y | -20.1% | +46.9% | -67.0% | -25.0% |
| 3Y | +53.9% | +276.3% | -222.4% | +21.8% |
| All | +53.9% | +279.1% | -225.2% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling