-12.8%
EW vs WPM
+266.6%
-279.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +1.6% |
| 7D | +12.3% | +20.8% | -8.5% | +8.9% |
| 30D | +22.9% | +3.8% | +19.1% | +21.9% |
| 3M | +16.7% | +7.4% | +9.3% | +14.5% |
| 6M | +31.0% | +4.0% | +27.0% | +28.7% |
| YTD | +22.8% | +23.0% | -0.2% | +15.6% |
| 1Y | +25.6% | +45.9% | -20.4% | +13.9% |
| 3Y | +62.0% | +242.9% | -181.0% | +14.9% |
| 5Y | -12.8% | +259.5% | -272.3% | -37.8% |
| All | -12.8% | +266.6% | -279.3% | -37.8% |
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