+5,202.4%
WPM vs RL
+1,031.4%
+4,170.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.2% |
| 7D | +16.9% | -4.2% | +21.1% | +17.9% |
| 30D | +2.0% | +4.3% | -2.3% | +1.1% |
| 3M | +8.9% | -4.6% | +13.5% | +9.8% |
| 6M | +1.6% | +1.7% | -0.1% | +0.9% |
| YTD | +16.5% | +7.3% | +9.2% | +14.4% |
| 1Y | +42.2% | +20.8% | +21.4% | +36.6% |
| 3Y | +213.3% | +247.0% | -33.7% | +139.7% |
| 5Y | +249.9% | +225.5% | +24.5% | +164.4% |
| 10Y | +549.4% | +363.0% | +186.3% | +306.2% |
| All | +5,202.4% | +1,031.4% | +4,170.9% | +1,982.8% |
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