+619.0%
ALL vs WPM
+5,967.5%
-5,348.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.2% |
| 7D | 0.0% | +1.1% | -1.0% | -0.1% |
| 30D | -1.5% | +26.4% | -27.8% | -4.1% |
| 3M | +23.6% | +20.8% | +2.8% | +20.5% |
| 6M | +22.3% | +1.1% | +21.2% | +21.1% |
| YTD | +26.5% | +32.5% | -5.9% | +20.9% |
| 1Y | +27.0% | +51.5% | -24.5% | +19.1% |
| 3Y | +149.6% | +267.0% | -117.4% | +109.3% |
| 5Y | +118.1% | +250.1% | -132.0% | +81.6% |
| 10Y | +369.0% | +540.4% | -171.4% | +248.7% |
| All | +619.0% | +5,967.5% | -5,348.5% | +251.2% |
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