-14.9%
A vs WPM
+261.1%
-276.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -2.1% | +7.0% | -9.1% | -3.2% |
| 30D | +0.6% | +15.7% | -15.1% | -1.9% |
| 3M | +10.9% | +35.2% | -24.3% | +5.2% |
| 6M | +28.2% | +6.1% | +22.1% | +25.9% |
| YTD | +8.6% | +32.6% | -24.0% | +1.6% |
| 1Y | +15.5% | +46.9% | -31.4% | +5.5% |
| 3Y | +31.8% | +276.3% | -244.5% | -6.6% |
| 5Y | -14.9% | +260.0% | -274.9% | -41.7% |
| All | -14.9% | +261.1% | -276.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling