+182.1%
EXC vs WPM
+5,236.6%
-5,054.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.3% |
| 7D | -1.2% | +16.9% | -18.1% | -3.1% |
| 30D | +10.0% | +2.0% | +8.0% | +9.5% |
| 3M | +1.6% | +8.9% | -7.3% | +0.1% |
| 6M | +3.3% | +1.6% | +1.7% | +2.1% |
| YTD | +7.6% | +16.5% | -8.9% | +3.6% |
| 1Y | +3.5% | +42.2% | -38.7% | -3.0% |
| 3Y | +27.7% | +213.3% | -185.6% | +6.8% |
| 5Y | +41.1% | +249.9% | -208.8% | +15.2% |
| 10Y | +178.2% | +549.4% | -371.2% | +103.5% |
| All | +182.1% | +5,236.6% | -5,054.4% | +35.6% |
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