-2.3%
F vs WPM
+33.8%
-36.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | +0.3% |
| 7D | +1.0% | +16.4% | -15.4% | -2.2% |
| 30D | +2.1% | -1.5% | +3.6% | +2.1% |
| 3M | -10.3% | +2.6% | -12.8% | -11.4% |
| 6M | +3.3% | -1.3% | +4.6% | +2.5% |
| YTD | -2.0% | +16.8% | -18.7% | -7.3% |
| 1Y | -2.3% | +34.1% | -36.4% | -12.2% |
| All | -2.3% | +33.8% | -36.0% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling