+5,013.3%
WPM vs RRC
+191.3%
+4,822.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.6% | +6.4% | -9.9% | -5.0% |
| 30D | +1.4% | +23.9% | -22.4% | -4.0% |
| 3M | -0.2% | +30.2% | -30.4% | -6.7% |
| 6M | -7.3% | +26.3% | -33.6% | -13.1% |
| YTD | +12.3% | +48.1% | -35.7% | +0.8% |
| 1Y | +24.9% | +37.7% | -12.8% | +13.9% |
| 3Y | +210.4% | +60.3% | +150.1% | +166.0% |
| 5Y | +210.4% | +135.3% | +75.1% | +126.6% |
| 10Y | +731.7% | +73.3% | +658.3% | +454.7% |
| All | +5,013.3% | +191.3% | +4,822.0% | +1,742.4% |
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