+5,499.2%
WPM vs RBA
+977.7%
+4,521.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +4.9% |
| 7D | +20.8% | +2.5% | +18.3% | +20.0% |
| 30D | +3.8% | +11.6% | -7.8% | +0.4% |
| 3M | +7.4% | +1.5% | +5.9% | +6.5% |
| 6M | +4.0% | -6.6% | +10.6% | +4.7% |
| YTD | +23.0% | -6.3% | +29.3% | +23.5% |
| 1Y | +45.9% | -4.0% | +49.9% | +45.4% |
| 3Y | +242.9% | +47.3% | +195.7% | +196.0% |
| 5Y | +259.5% | +47.7% | +211.9% | +200.8% |
| 10Y | +577.7% | +224.7% | +353.0% | +302.2% |
| All | +5,499.2% | +977.7% | +4,521.5% | +1,533.1% |
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