-58.4%
C vs WPM
+5,236.6%
-5,295.0%
-98.0%
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% | +0.1% |
| 7D | -2.4% | +16.9% | -19.3% | -4.7% |
| 30D | -6.0% | +2.0% | -7.9% | -6.4% |
| 3M | -10.5% | +8.9% | -19.5% | -12.2% |
| 6M | -5.7% | +1.6% | -7.3% | -6.8% |
| YTD | +4.1% | +16.5% | -12.4% | +0.1% |
| 1Y | +20.5% | +42.2% | -21.7% | +12.3% |
| 3Y | +208.1% | +213.3% | -5.2% | +150.4% |
| 5Y | +110.4% | +249.9% | -139.5% | +65.8% |
| 10Y | +234.6% | +549.4% | -314.8% | +123.4% |
| All | -58.4% | +5,236.6% | -5,295.0% | -84.3% |
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