-18.8%
AA vs WPM
+5,046.3%
-5,065.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.5% | -3.6% | +4.1% | +1.8% |
| 30D | -0.6% | +1.4% | -2.0% | -1.3% |
| 3M | -19.7% | -0.2% | -19.5% | -20.1% |
| 6M | -41.6% | -7.3% | -34.3% | -40.6% |
| YTD | -24.6% | +12.3% | -37.0% | -29.1% |
| 1Y | +4.9% | +24.9% | -20.0% | -4.9% |
| 3Y | +66.8% | +210.4% | -143.5% | +8.6% |
| 5Y | -19.4% | +210.4% | -229.8% | -47.5% |
| 10Y | +43.1% | +731.7% | -688.6% | -38.4% |
| All | -18.8% | +5,046.3% | -5,065.1% | -84.5% |
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