+972.1%
A vs WPM
+5,967.5%
-4,995.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.7% |
| 7D | -1.9% | +1.1% | -3.0% | -2.1% |
| 30D | +6.9% | +26.4% | -19.4% | +3.1% |
| 3M | +9.2% | +20.8% | -11.6% | +5.7% |
| 6M | +25.7% | +1.1% | +24.6% | +24.4% |
| YTD | +11.5% | +32.5% | -20.9% | +5.3% |
| 1Y | +18.4% | +51.5% | -33.2% | +9.0% |
| 3Y | +26.6% | +267.0% | -240.4% | +0.1% |
| 5Y | -12.8% | +250.1% | -262.9% | -31.4% |
| 10Y | +247.2% | +540.4% | -293.2% | +137.7% |
| All | +972.1% | +5,967.5% | -4,995.4% | +342.6% |
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