+680.1%
RSP vs WPM
+5,967.5%
-5,287.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.8% | +1.1% | -1.8% | -0.9% |
| 30D | -0.3% | +26.4% | -26.7% | -3.6% |
| 3M | +4.3% | +20.8% | -16.6% | +1.2% |
| 6M | +8.8% | +1.1% | +7.7% | +7.8% |
| YTD | +15.3% | +32.5% | -17.2% | +9.6% |
| 1Y | +18.3% | +51.5% | -33.2% | +10.1% |
| 3Y | +52.8% | +267.0% | -214.2% | +24.6% |
| 5Y | +51.7% | +250.1% | -198.4% | +23.0% |
| 10Y | +208.5% | +540.4% | -331.9% | +120.5% |
| All | +680.1% | +5,967.5% | -5,287.4% | +256.7% |
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