+5,997.9%
WPM vs RRX
+655.8%
+5,342.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.8% |
| 7D | +3.9% | -0.7% | +4.6% | +4.1% |
| 30D | +17.7% | -8.0% | +25.6% | +20.4% |
| 3M | +39.4% | -25.1% | +64.5% | +49.4% |
| 6M | +6.4% | -18.3% | +24.7% | +10.8% |
| YTD | +34.0% | +14.2% | +19.8% | +25.9% |
| 1Y | +50.5% | +13.0% | +37.5% | +40.9% |
| 3Y | +280.3% | +4.2% | +276.1% | +241.8% |
| 5Y | +266.3% | +17.9% | +248.5% | +203.2% |
| 10Y | +550.8% | +220.4% | +330.4% | +225.0% |
| All | +5,997.9% | +655.8% | +5,342.1% | +2,041.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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