-29.4%
EW vs WPM
+261.1%
-290.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | -4.4% | +7.0% | -11.5% | -5.5% |
| 30D | -3.3% | +15.7% | -19.1% | -5.9% |
| 3M | +1.0% | +35.2% | -34.2% | -4.5% |
| 6M | +6.2% | +6.1% | +0.1% | +4.3% |
| YTD | +1.7% | +32.6% | -30.8% | -5.0% |
| 1Y | +8.1% | +46.9% | -38.8% | -1.8% |
| 3Y | +17.1% | +276.3% | -259.2% | -18.0% |
| 5Y | -29.4% | +260.0% | -289.4% | -52.1% |
| All | -29.4% | +261.1% | -290.5% | -52.1% |
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