+8.4%
WM vs RL
+7.4%
+1.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +1.2% |
| 7D | +4.5% | -4.7% | +9.2% | +4.5% |
| 30D | +16.1% | +3.6% | +12.5% | +16.0% |
| 3M | +8.0% | +0.5% | +7.5% | +7.9% |
| 6M | +8.4% | +6.6% | +1.8% | +9.1% |
| All | +8.4% | +7.4% | +1.0% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling