+46.2%
EXC vs WPM
+261.1%
-214.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.2% | +7.0% | -5.8% | +0.5% |
| 30D | -2.7% | +15.7% | -18.5% | -4.3% |
| 3M | -1.0% | +35.2% | -36.2% | -4.4% |
| 6M | -9.3% | +6.1% | -15.4% | -10.2% |
| YTD | +3.6% | +32.6% | -28.9% | -1.6% |
| 1Y | +5.9% | +46.9% | -41.0% | -1.6% |
| 3Y | +21.3% | +276.3% | -255.0% | -7.2% |
| 5Y | +46.2% | +260.0% | -213.8% | +10.2% |
| All | +46.2% | +261.1% | -214.9% | +10.2% |
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 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