+1,581.0%
RMD vs WPM
+5,967.5%
-4,386.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -5.0% | +1.1% | -6.1% | -5.1% |
| 30D | +2.2% | +26.4% | -24.1% | -1.2% |
| 3M | +17.8% | +20.8% | -3.0% | +14.2% |
| 6M | -11.3% | +1.1% | -12.4% | -12.3% |
| YTD | -4.4% | +32.5% | -36.9% | -9.3% |
| 1Y | -15.7% | +51.5% | -67.2% | -21.8% |
| 3Y | +47.7% | +267.0% | -219.3% | +19.5% |
| 5Y | -19.2% | +250.1% | -269.3% | -35.0% |
| 10Y | +280.4% | +540.4% | -260.0% | +173.0% |
| All | +1,581.0% | +5,967.5% | -4,386.5% | +734.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling