+324.8%
WM vs RMD
+349.2%
-24.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | +13.8% | +1.7% | +12.1% | +13.3% |
| 3M | +6.4% | +6.4% | 0.0% | +4.9% |
| 6M | +13.2% | +20.7% | -7.5% | +8.5% |
| YTD | +10.8% | -0.2% | +10.9% | +10.0% |
| 1Y | +20.2% | -4.5% | +24.7% | +20.3% |
| 3Y | +46.5% | +70.5% | -24.1% | +25.9% |
| 5Y | +61.3% | -1.6% | +62.9% | +55.1% |
| 10Y | +324.8% | +342.7% | -17.9% | +207.5% |
| All | +324.8% | +349.2% | -24.5% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling