+5,174.0%
WPM vs RRC
+191.5%
+4,982.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +3.1% | -0.5% | +3.6% | +3.1% |
| 30D | -1.8% | +25.2% | -27.0% | -7.3% |
| 3M | +1.0% | +27.8% | -26.8% | -5.2% |
| 6M | -5.4% | +27.2% | -32.7% | -11.5% |
| YTD | +15.9% | +48.2% | -32.3% | +4.0% |
| 1Y | +30.8% | +34.7% | -3.9% | +19.9% |
| 3Y | +222.6% | +62.2% | +160.4% | +175.7% |
| 5Y | +227.4% | +130.9% | +96.5% | +140.1% |
| 10Y | +757.8% | +73.4% | +684.4% | +472.0% |
| All | +5,174.0% | +191.5% | +4,982.5% | +1,799.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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