+1,166.0%
A vs WPM
+5,248.7%
-4,082.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.8% | -0.5% |
| 7D | +1.4% | +16.4% | -15.0% | -1.0% |
| 30D | +4.3% | -1.5% | +5.8% | +4.3% |
| 3M | +19.8% | +2.6% | +17.2% | +18.8% |
| 6M | +54.4% | -1.3% | +55.7% | +53.4% |
| YTD | +31.7% | +16.8% | +14.9% | +26.4% |
| 1Y | +22.4% | +34.1% | -11.7% | +14.9% |
| 3Y | +67.7% | +225.1% | -157.4% | +34.8% |
| 5Y | +15.7% | +234.5% | -218.7% | -8.5% |
| 10Y | +308.7% | +674.1% | -365.4% | +171.9% |
| All | +1,166.0% | +5,248.7% | -4,082.7% | +431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling