+1.9%
AA vs WPM
+5,967.5%
-5,965.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -1.7% |
| 7D | -0.7% | +1.1% | -1.8% | -1.2% |
| 30D | +5.0% | +26.4% | -21.4% | -3.5% |
| 3M | -35.8% | +20.8% | -56.7% | -40.2% |
| 6M | -18.4% | +1.1% | -19.5% | -19.6% |
| YTD | -5.5% | +32.5% | -37.9% | -15.8% |
| 1Y | +61.0% | +51.5% | +9.4% | +36.6% |
| 3Y | +66.2% | +267.0% | -200.8% | +2.2% |
| 5Y | +11.4% | +250.1% | -238.7% | -30.5% |
| 10Y | +116.9% | +540.4% | -423.5% | +0.6% |
| All | +1.9% | +5,967.5% | -5,965.6% | -81.6% |
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