+975.4%
WM vs RL
+1,366.2%
-390.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -1.6% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | -2.4% | -7.8% | +5.4% | -1.1% |
| 3M | +0.4% | -4.0% | +4.4% | +0.8% |
| 6M | -9.5% | -1.9% | -7.6% | -10.0% |
| YTD | +0.5% | -0.2% | +0.7% | -0.5% |
| 1Y | -1.1% | +10.7% | -11.8% | -4.0% |
| 3Y | +46.0% | +210.8% | -164.7% | +15.4% |
| 5Y | +51.8% | +238.2% | -186.4% | +14.9% |
| 10Y | +307.5% | +313.4% | -5.9% | +179.4% |
| All | +975.4% | +1,366.2% | -390.8% | +418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling