+260.0%
WPM vs RL
+241.4%
+18.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +7.0% | +1.9% | +5.1% | +6.7% |
| 30D | +15.7% | -12.2% | +27.9% | +18.0% |
| 3M | +35.2% | -6.6% | +41.9% | +36.6% |
| 6M | +6.1% | +3.2% | +2.9% | +5.6% |
| YTD | +32.6% | -1.3% | +33.9% | +32.5% |
| 1Y | +46.9% | +13.6% | +33.3% | +44.2% |
| 3Y | +276.3% | +210.9% | +65.4% | +215.6% |
| 5Y | +260.0% | +246.9% | +13.1% | +188.5% |
| All | +260.0% | +241.4% | +18.6% | +188.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling