+17.1%
EW vs WPM
+279.1%
-262.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -4.4% | +7.0% | -11.5% | -5.1% |
| 30D | -3.3% | +15.7% | -19.1% | -5.0% |
| 3M | +1.0% | +35.2% | -34.2% | -2.5% |
| 6M | +6.2% | +6.1% | +0.1% | +5.2% |
| YTD | +1.7% | +32.6% | -30.8% | -2.3% |
| 1Y | +8.1% | +46.9% | -38.8% | +2.1% |
| 3Y | +17.1% | +276.3% | -259.2% | -7.2% |
| All | +17.1% | +279.1% | -262.0% | -7.2% |
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