+508.5%
WPM vs RL
+304.3%
+204.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +7.0% | +1.9% | +5.1% | +6.9% |
| 30D | +15.7% | -12.2% | +27.9% | +16.9% |
| 3M | +35.2% | -6.6% | +41.9% | +35.9% |
| 6M | +6.1% | +3.2% | +2.9% | +5.9% |
| YTD | +32.6% | -1.3% | +33.9% | +32.6% |
| 1Y | +46.9% | +13.6% | +33.3% | +45.7% |
| 3Y | +276.3% | +210.9% | +65.4% | +250.4% |
| 5Y | +260.0% | +246.9% | +13.1% | +230.7% |
| 10Y | +508.5% | +310.1% | +198.4% | +500.6% |
| All | +508.5% | +304.3% | +204.2% | +500.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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