+525.4%
WPM vs RNG
+222.9%
+302.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -0.6% | -6.1% | +5.5% | -0.2% |
| 30D | +14.4% | +9.6% | +4.8% | +13.7% |
| 3M | +37.0% | +83.3% | -46.3% | +31.2% |
| 6M | +4.1% | +77.9% | -73.8% | -0.5% |
| YTD | +31.7% | +139.9% | -108.2% | +22.3% |
| 1Y | +44.2% | +121.7% | -77.5% | +34.4% |
| 3Y | +265.5% | +121.9% | +143.6% | +235.5% |
| 5Y | +262.5% | -68.4% | +330.9% | +267.6% |
| All | +525.4% | +222.9% | +302.5% | +545.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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