+5,928.6%
WPM vs RRC
+135.5%
+5,793.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +1.1% | +1.3% | -0.2% | +0.8% |
| 30D | +26.4% | +10.1% | +16.2% | +23.5% |
| 3M | +20.8% | +4.0% | +16.8% | +19.4% |
| 6M | +1.1% | +1.6% | -0.5% | -0.2% |
| YTD | +32.5% | +19.7% | +12.7% | +25.7% |
| 1Y | +51.5% | +21.4% | +30.1% | +42.6% |
| 3Y | +267.0% | +29.7% | +237.4% | +231.4% |
| 5Y | +250.1% | +153.9% | +96.3% | +148.8% |
| 10Y | +540.4% | +10.8% | +529.5% | +402.0% |
| All | +5,928.6% | +135.5% | +5,793.1% | +2,196.1% |
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