+63.3%
WM vs RL
+232.3%
-169.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +1.6% |
| 7D | +4.5% | -4.7% | +9.2% | +4.8% |
| 30D | +16.1% | +3.6% | +12.5% | +15.8% |
| 3M | +8.0% | +0.5% | +7.5% | +7.9% |
| 6M | +8.4% | +6.6% | +1.8% | +7.7% |
| YTD | +11.2% | +8.8% | +2.4% | +10.1% |
| 1Y | +22.3% | +21.8% | +0.6% | +20.0% |
| 3Y | +50.2% | +245.8% | -195.6% | +31.5% |
| 5Y | +63.3% | +230.0% | -166.7% | +40.7% |
| All | +63.3% | +232.3% | -169.0% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling