+326.4%
WM vs RL
+369.1%
-42.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +1.2% | +1.3% | -0.2% | +0.9% |
| 30D | +13.7% | +7.6% | +6.0% | +12.5% |
| 3M | +5.2% | -1.5% | +6.7% | +5.3% |
| 6M | +11.2% | +12.1% | -0.9% | +9.0% |
| YTD | +9.4% | +13.9% | -4.5% | +6.6% |
| 1Y | +20.4% | +20.7% | -0.3% | +16.3% |
| 3Y | +44.7% | +260.6% | -215.9% | +16.1% |
| 5Y | +58.5% | +248.9% | -190.4% | +25.0% |
| 10Y | +326.4% | +355.9% | -29.5% | +199.7% |
| All | +326.4% | +369.1% | -42.7% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling