+120.4%
AS vs WPM
+234.2%
-113.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.6% | +3.8% |
| 7D | -4.9% | +1.1% | -6.0% | -5.2% |
| 30D | -19.6% | +26.4% | -46.0% | -24.0% |
| 3M | -14.4% | +20.8% | -35.2% | -18.5% |
| 6M | -20.1% | +1.1% | -21.2% | -21.6% |
| YTD | -20.9% | +32.5% | -53.4% | -26.3% |
| 1Y | -21.9% | +51.5% | -73.4% | -29.2% |
| All | +120.4% | +234.2% | -113.8% | +70.8% |
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