-22.1%
RMD vs WPM
+261.4%
-283.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -4.7% | +3.9% | -8.6% | -5.3% |
| 30D | +0.2% | +17.7% | -17.4% | -2.4% |
| 3M | +12.0% | +39.4% | -27.4% | +5.7% |
| 6M | -12.5% | +6.4% | -19.0% | -14.0% |
| YTD | -7.9% | +34.0% | -41.9% | -13.9% |
| 1Y | -20.4% | +50.5% | -70.9% | -27.5% |
| 3Y | +53.1% | +280.3% | -227.2% | +11.4% |
| 5Y | -22.1% | +266.3% | -288.5% | -44.0% |
| All | -22.1% | +261.4% | -283.5% | -44.0% |
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