+5,499.2%
WPM vs RL
+1,097.4%
+4,401.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.2% | +4.5% |
| 7D | +20.8% | +0.2% | +20.6% | +20.8% |
| 30D | +3.8% | +7.3% | -3.5% | +2.4% |
| 3M | +7.4% | +1.0% | +6.4% | +7.0% |
| 6M | +4.0% | +11.8% | -7.8% | +1.4% |
| YTD | +23.0% | +13.6% | +9.4% | +19.5% |
| 1Y | +45.9% | +24.0% | +21.9% | +39.5% |
| 3Y | +242.9% | +256.6% | -13.6% | +161.2% |
| 5Y | +259.5% | +240.2% | +19.3% | +169.4% |
| 10Y | +577.7% | +373.0% | +204.8% | +324.1% |
| All | +5,499.2% | +1,097.4% | +4,401.8% | +2,076.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling