-65.3%
AAOX vs WPM
+31.6%
-96.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.1% | +11.1% | +11.1% |
| 7D | +15.2% | +7.0% | +8.2% | +4.3% |
| 30D | -40.3% | +15.7% | -56.1% | -53.6% |
| 3M | -81.2% | +35.2% | -116.4% | -88.3% |
| All | -65.3% | +31.6% | -96.9% | -74.0% |
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 · Available span rolling