+331.6%
D vs WPM
+5,967.5%
-5,635.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.3% |
| 7D | +0.4% | +1.1% | -0.6% | +0.3% |
| 30D | -3.6% | +26.4% | -29.9% | -5.8% |
| 3M | -1.0% | +20.8% | -21.8% | -3.1% |
| 6M | +6.3% | +1.1% | +5.2% | +5.5% |
| YTD | +14.7% | +32.5% | -17.7% | +10.7% |
| 1Y | +16.9% | +51.5% | -34.6% | +11.1% |
| 3Y | +56.8% | +267.0% | -210.2% | +36.2% |
| 5Y | +5.2% | +250.1% | -244.9% | -8.9% |
| 10Y | +35.9% | +540.4% | -504.5% | +8.9% |
| All | +331.6% | +5,967.5% | -5,635.9% | +151.0% |
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