+2,454.6%
EW vs WPM
+5,967.5%
-3,512.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +1.0% | +26.4% | -25.3% | -1.2% |
| 3M | +2.8% | +20.8% | -18.0% | +0.7% |
| 6M | +5.5% | +1.1% | +4.4% | +4.8% |
| YTD | +5.5% | +32.5% | -27.0% | +1.9% |
| 1Y | +11.0% | +51.5% | -40.5% | +5.8% |
| 3Y | +17.7% | +267.0% | -249.3% | +2.8% |
| 5Y | -25.7% | +250.1% | -275.9% | -35.3% |
| 10Y | +132.8% | +540.4% | -407.6% | +89.7% |
| All | +2,454.6% | +5,967.5% | -3,512.9% | +1,677.5% |
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