+53.9%
F vs WPM
+254.8%
-200.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.6% |
| 7D | +5.3% | +1.1% | +4.3% | +5.1% |
| 30D | +4.6% | +26.4% | -21.8% | +0.8% |
| 3M | -3.7% | +20.8% | -24.5% | -6.8% |
| 6M | +16.8% | +1.1% | +15.7% | +15.5% |
| YTD | +15.3% | +32.5% | -17.2% | +9.7% |
| 1Y | +31.0% | +51.5% | -20.5% | +22.0% |
| 3Y | +45.4% | +267.0% | -221.6% | +14.8% |
| All | +53.9% | +254.8% | -200.8% | +11.7% |
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