-16.1%
AA vs WPM
+5,208.0%
-5,224.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +2.9% |
| 7D | +1.1% | +3.1% | -2.0% | +0.1% |
| 30D | -1.3% | -1.8% | +0.6% | -0.8% |
| 3M | -23.9% | +1.0% | -24.9% | -24.7% |
| 6M | -36.8% | -5.4% | -31.4% | -36.2% |
| YTD | -22.2% | +15.9% | -38.0% | -27.6% |
| 1Y | +10.4% | +30.8% | -20.5% | -1.4% |
| 3Y | +72.0% | +222.6% | -150.6% | +10.5% |
| 5Y | -15.6% | +227.4% | -243.0% | -46.0% |
| 10Y | +47.8% | +757.8% | -710.0% | -37.1% |
| All | -16.1% | +5,208.0% | -5,224.1% | -84.1% |
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