+5,928.6%
WPM vs RBA
+840.0%
+5,088.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +1.1% | -2.9% | +4.0% | +2.0% |
| 30D | +26.4% | -12.3% | +38.6% | +31.0% |
| 3M | +20.8% | -20.5% | +41.4% | +27.8% |
| 6M | +1.1% | -18.5% | +19.7% | +6.1% |
| YTD | +32.5% | -18.2% | +50.7% | +38.6% |
| 1Y | +51.5% | -27.5% | +79.0% | +64.1% |
| 3Y | +267.0% | +38.1% | +228.9% | +222.7% |
| 5Y | +250.1% | +44.8% | +205.3% | +193.4% |
| 10Y | +540.4% | +187.1% | +353.2% | +294.1% |
| All | +5,928.6% | +840.0% | +5,088.6% | +1,733.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling