+1,076.3%
WM vs RL
+1,625.1%
-548.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.8% | +0.9% |
| 7D | +5.9% | +5.8% | +0.1% | +4.9% |
| 30D | +15.4% | +12.7% | +2.7% | +13.1% |
| 3M | +6.3% | +9.3% | -3.0% | +4.6% |
| 6M | +5.6% | +16.9% | -11.3% | +2.2% |
| YTD | +9.9% | +17.5% | -7.5% | +5.8% |
| 1Y | +20.8% | +34.6% | -13.8% | +13.5% |
| 3Y | +48.5% | +273.2% | -224.7% | +13.8% |
| 5Y | +60.6% | +265.2% | -204.7% | +20.5% |
| 10Y | +349.8% | +406.7% | -56.9% | +197.8% |
| All | +1,076.3% | +1,625.1% | -548.8% | +452.0% |
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