+7.8%
D vs WPM
+254.8%
-247.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.3% |
| 7D | +1.5% | +1.1% | +0.4% | +1.3% |
| 30D | -2.6% | +26.4% | -28.9% | -5.7% |
| 3M | 0.0% | +20.8% | -20.8% | -2.8% |
| 6M | +7.4% | +1.1% | +6.2% | +6.6% |
| YTD | +15.9% | +32.5% | -16.6% | +9.6% |
| 1Y | +18.1% | +51.5% | -33.4% | +8.7% |
| 3Y | +58.4% | +267.0% | -208.6% | +21.5% |
| All | +7.8% | +254.8% | -247.0% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling