-24.2%
AR vs WPM
+705.6%
-729.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.6% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | +14.8% | +26.4% | -11.6% | +10.6% |
| 3M | +6.2% | +20.8% | -14.6% | +2.7% |
| 6M | +4.3% | +1.1% | +3.2% | +2.8% |
| YTD | +14.4% | +32.5% | -18.1% | +6.8% |
| 1Y | +21.3% | +51.5% | -30.2% | +10.1% |
| 3Y | +39.8% | +267.0% | -227.2% | +6.8% |
| 5Y | +142.1% | +250.1% | -108.0% | +83.9% |
| 10Y | +52.0% | +540.4% | -488.3% | 0.0% |
| All | -24.2% | +705.6% | -729.8% | -58.9% |
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