+279.7%
WPM vs RBA
+32.9%
+246.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +1.1% | -2.9% | +4.0% | +1.7% |
| 30D | +26.4% | -12.3% | +38.6% | +30.0% |
| 3M | +20.8% | -20.5% | +41.4% | +25.8% |
| 6M | +1.1% | -18.5% | +19.7% | +4.3% |
| YTD | +32.5% | -18.2% | +50.7% | +36.7% |
| 1Y | +51.5% | -27.5% | +79.0% | +60.7% |
| All | +279.7% | +32.9% | +246.7% | +249.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling