+20.3%
WM vs RL
+16.8%
+3.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.1% |
| 7D | +1.2% | -4.2% | +5.4% | +1.2% |
| 30D | +13.1% | +4.3% | +8.8% | +13.2% |
| 3M | +3.6% | -4.6% | +8.2% | +3.4% |
| 6M | +8.1% | +1.7% | +6.4% | +8.5% |
| YTD | +8.9% | +7.3% | +1.6% | +9.0% |
| 1Y | +20.3% | +20.8% | -0.5% | +20.2% |
| All | +20.3% | +16.8% | +3.6% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling