+133.2%
B vs WPM
+5,236.6%
-5,103.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -1.4% |
| 7D | +9.6% | +16.9% | -7.3% | -1.6% |
| 30D | +3.5% | +2.0% | +1.6% | +2.0% |
| 3M | -1.6% | +8.9% | -10.5% | -7.5% |
| 6M | -1.7% | +1.6% | -3.2% | -3.0% |
| YTD | -5.3% | +16.5% | -21.8% | -15.1% |
| 1Y | +27.2% | +42.2% | -15.0% | 0.0% |
| 3Y | +166.1% | +213.3% | -47.2% | +24.2% |
| 5Y | +136.5% | +249.9% | -113.4% | +3.0% |
| 10Y | +172.2% | +549.4% | -377.1% | -23.9% |
| All | +133.2% | +5,236.6% | -5,103.4% | -79.4% |
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