+55.3%
RSG vs WPM
+259.8%
-204.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.5% |
| 7D | -1.8% | -3.6% | +1.8% | -1.7% |
| 30D | +2.8% | +12.5% | -9.7% | +2.4% |
| 3M | +4.3% | +40.6% | -36.3% | +3.1% |
| 6M | -0.5% | +0.5% | -1.1% | +0.2% |
| YTD | +5.2% | +29.0% | -23.8% | +3.2% |
| 1Y | -2.1% | +43.8% | -45.9% | -5.3% |
| All | +55.3% | +259.8% | -204.5% | +40.5% |
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