-35.1%
AUR vs WPM
+263.6%
-298.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.6% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | -6.4% | +14.4% | -20.8% | -12.4% |
| 3M | +7.7% | +37.0% | -29.3% | -8.2% |
| 6M | +44.5% | +4.1% | +40.4% | +39.7% |
| YTD | +67.4% | +31.7% | +35.7% | +43.9% |
| 1Y | +15.4% | +44.2% | -28.7% | -5.8% |
| 3Y | +94.8% | +265.5% | -170.6% | -1.6% |
| All | -35.1% | +263.6% | -298.7% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling