+85.5%
AGG vs WPM
+5,972.6%
-5,887.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.1% | +7.0% | -6.9% | 0.0% |
| 30D | -0.4% | +15.7% | -16.1% | -0.6% |
| 3M | -0.3% | +35.2% | -35.5% | -0.8% |
| 6M | -1.2% | +6.1% | -7.3% | -1.4% |
| YTD | -0.4% | +32.6% | -32.9% | -0.9% |
| 1Y | +0.4% | +46.9% | -46.5% | -0.3% |
| 3Y | +13.4% | +276.3% | -262.9% | +11.0% |
| 5Y | -1.4% | +260.0% | -261.4% | -3.6% |
| 10Y | +14.8% | +508.5% | -493.7% | +11.4% |
| All | +85.5% | +5,972.6% | -5,887.1% | +73.6% |
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