+2,855.7%
COST vs WPM
+6,037.2%
-3,181.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -2.8% | +3.9% | -6.7% | -3.0% |
| 30D | -5.3% | +17.7% | -22.9% | -6.3% |
| 3M | -6.7% | +39.4% | -46.1% | -8.7% |
| 6M | -9.9% | +6.4% | -16.4% | -10.7% |
| YTD | +5.1% | +34.0% | -28.8% | +2.5% |
| 1Y | -7.3% | +50.5% | -57.8% | -10.4% |
| 3Y | +70.4% | +280.3% | -209.9% | +54.4% |
| 5Y | +104.4% | +266.3% | -161.9% | +84.7% |
| 10Y | +609.0% | +550.8% | +58.2% | +513.5% |
| All | +2,855.7% | +6,037.2% | -3,181.5% | +2,007.1% |
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