-30.1%
AR vs WPM
+648.2%
-678.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | 0.0% |
| 7D | -10.5% | +20.8% | -31.3% | -13.1% |
| 30D | +1.3% | +3.8% | -2.5% | +0.5% |
| 3M | +4.8% | +7.4% | -2.6% | +3.0% |
| 6M | +1.2% | +4.0% | -2.8% | -0.5% |
| YTD | +5.5% | +23.0% | -17.5% | -0.7% |
| 1Y | +8.1% | +45.9% | -37.9% | -1.5% |
| 3Y | +38.8% | +242.9% | -204.1% | +6.8% |
| 5Y | +78.8% | +259.5% | -180.7% | +35.0% |
| 10Y | +46.4% | +577.7% | -531.4% | -5.8% |
| All | -30.1% | +648.2% | -678.3% | -61.8% |
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