+50.5%
WPM vs RL
+9.8%
+40.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.2% |
| 7D | +3.9% | -0.3% | +4.1% | +3.9% |
| 30D | +17.7% | -17.5% | +35.2% | +25.3% |
| 3M | +39.4% | -14.0% | +53.4% | +46.2% |
| 6M | +6.4% | -2.0% | +8.4% | +6.8% |
| YTD | +34.0% | -4.6% | +38.6% | +33.3% |
| 1Y | +50.5% | +9.5% | +41.0% | +45.9% |
| All | +50.5% | +9.8% | +40.7% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling