+605.8%
ALL vs WPM
+5,236.6%
-4,630.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -4.8% |
| 7D | -1.9% | +16.9% | -18.9% | -3.6% |
| 30D | +13.8% | +2.0% | +11.8% | +13.4% |
| 3M | -7.0% | +8.9% | -15.9% | -8.3% |
| 6M | +18.0% | +1.6% | +16.5% | +16.7% |
| YTD | +24.2% | +16.5% | +7.7% | +20.0% |
| 1Y | +31.2% | +42.2% | -11.0% | +23.7% |
| 3Y | +107.5% | +213.3% | -105.8% | +76.6% |
| 5Y | +144.8% | +249.9% | -105.1% | +103.1% |
| 10Y | +375.8% | +549.4% | -173.6% | +251.6% |
| All | +605.8% | +5,236.6% | -4,630.7% | +248.5% |
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