+19.6%
RSG vs WPM
+38.8%
-19.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.0% | -10.9% | +1.7% |
| 7D | +5.1% | +3.9% | +1.3% | +5.4% |
| 30D | +15.3% | -3.5% | +18.8% | +15.2% |
| 3M | +18.6% | +14.1% | +4.5% | +19.8% |
| 6M | +19.5% | +6.2% | +13.3% | +20.8% |
| YTD | +17.2% | +12.4% | +4.8% | +19.4% |
| 1Y | +19.6% | +40.0% | -20.4% | +24.4% |
| All | +19.6% | +38.8% | -19.2% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling