+157.3%
B vs WPM
+5,967.5%
-5,810.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.5% |
| 7D | -1.6% | +1.1% | -2.7% | -2.3% |
| 30D | +9.4% | +26.4% | -16.9% | -6.8% |
| 3M | +5.0% | +20.8% | -15.8% | -7.7% |
| 6M | -3.5% | +1.1% | -4.7% | -4.4% |
| YTD | +4.5% | +32.5% | -28.0% | -13.9% |
| 1Y | +67.8% | +51.5% | +16.3% | +26.7% |
| 3Y | +196.7% | +267.0% | -70.3% | +24.5% |
| 5Y | +151.9% | +250.1% | -98.2% | +9.5% |
| 10Y | +202.2% | +540.4% | -338.2% | -14.8% |
| All | +157.3% | +5,967.5% | -5,810.2% | -79.1% |
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