+632.9%
WPM vs RNG
+309.1%
+323.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.4% | +0.4% |
| 7D | +7.0% | -0.8% | +7.8% | +7.1% |
| 30D | +15.7% | +11.4% | +4.3% | +14.9% |
| 3M | +35.2% | +72.1% | -36.9% | +30.0% |
| 6M | +6.1% | +67.9% | -61.8% | +1.8% |
| YTD | +32.6% | +144.3% | -111.8% | +23.0% |
| 1Y | +46.9% | +117.5% | -70.6% | +37.2% |
| 3Y | +276.3% | +123.9% | +152.4% | +245.6% |
| 5Y | +260.0% | -70.1% | +330.1% | +266.0% |
| 10Y | +508.5% | +215.9% | +292.6% | +444.1% |
| All | +632.9% | +309.1% | +323.8% | +555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling