+1,347.8%
RSG vs WPM
+5,972.6%
-4,624.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.7% | +7.0% | -7.8% | -1.4% |
| 30D | +3.3% | +15.7% | -12.4% | +1.8% |
| 3M | +8.5% | +35.2% | -26.7% | +5.1% |
| 6M | -3.5% | +6.1% | -9.6% | -4.8% |
| YTD | +5.5% | +32.6% | -27.1% | +1.6% |
| 1Y | -1.7% | +46.9% | -48.6% | -6.6% |
| 3Y | +56.9% | +276.3% | -219.4% | +34.9% |
| 5Y | +89.4% | +260.0% | -170.6% | +62.0% |
| 10Y | +412.5% | +508.5% | -96.0% | +303.0% |
| All | +1,347.8% | +5,972.6% | -4,624.8% | +677.0% |
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 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