+2,906.7%
EW vs WPM
+5,208.0%
-2,301.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +6.5% | +3.1% | +3.4% | +6.2% |
| 30D | +22.5% | -1.8% | +24.3% | +22.5% |
| 3M | +13.0% | +1.0% | +12.0% | +12.5% |
| 6M | +37.1% | -5.4% | +42.6% | +37.0% |
| YTD | +24.1% | +15.9% | +8.2% | +21.2% |
| 1Y | +24.2% | +30.8% | -6.6% | +19.9% |
| 3Y | +64.8% | +222.6% | -157.9% | +45.3% |
| 5Y | -7.4% | +227.4% | -234.8% | -18.9% |
| 10Y | +248.8% | +757.8% | -509.0% | +178.8% |
| All | +2,906.7% | +5,208.0% | -2,301.3% | +2,013.0% |
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