+143.0%
B vs WPM
+5,535.3%
-5,392.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +0.4% |
| 7D | +11.3% | +20.8% | -9.5% | -2.3% |
| 30D | +2.9% | +3.8% | -0.9% | +0.2% |
| 3M | -2.9% | +7.4% | -10.3% | -7.9% |
| 6M | -1.2% | +4.0% | -5.2% | -4.0% |
| YTD | -1.3% | +23.0% | -24.4% | -14.7% |
| 1Y | +30.4% | +45.9% | -15.5% | +0.6% |
| 3Y | +195.3% | +242.9% | -47.7% | +29.6% |
| 5Y | +146.2% | +259.5% | -113.3% | +5.2% |
| 10Y | +200.5% | +577.7% | -377.3% | -18.5% |
| All | +143.0% | +5,535.3% | -5,392.3% | -79.3% |
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