-4.4%
RMD vs WPM
+210.4%
-214.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +2.1% | -3.6% | +5.6% | +2.6% |
| 30D | +2.1% | +1.4% | +0.6% | +1.6% |
| 3M | +6.2% | -0.2% | +6.4% | +5.6% |
| 6M | +19.4% | -7.3% | +26.7% | +19.6% |
| YTD | +0.5% | +12.3% | -11.8% | -3.8% |
| 1Y | -3.9% | +24.9% | -28.8% | -10.0% |
| 3Y | +72.5% | +210.4% | -137.8% | +29.8% |
| All | -4.4% | +210.4% | -214.7% | -25.8% |
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 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