+62.0%
EW vs WPM
+246.6%
-184.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +2.0% |
| 7D | +12.3% | +20.8% | -8.5% | +10.2% |
| 30D | +22.9% | +3.8% | +19.1% | +22.1% |
| 3M | +16.7% | +7.4% | +9.3% | +15.2% |
| 6M | +31.0% | +4.0% | +27.0% | +29.4% |
| YTD | +22.8% | +23.0% | -0.2% | +18.6% |
| 1Y | +25.6% | +45.9% | -20.4% | +18.5% |
| 3Y | +62.0% | +242.9% | -181.0% | +30.7% |
| All | +62.0% | +246.6% | -184.6% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling