+48.9%
WPM vs RBA
-28.6%
+77.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | +7.0% | -1.1% | +8.1% | +7.2% |
| 30D | +15.7% | -13.2% | +28.9% | +19.1% |
| 3M | +35.2% | -21.4% | +56.6% | +38.7% |
| 6M | +6.1% | -20.9% | +27.0% | +8.3% |
| YTD | +32.6% | -19.9% | +52.4% | +34.4% |
| All | +48.9% | -28.6% | +77.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling