-17.2%
F vs WPM
+210.4%
-227.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -3.1% | -3.6% | +0.5% | -2.6% |
| 30D | 0.0% | +1.4% | -1.4% | -0.4% |
| 3M | -13.2% | -0.2% | -13.0% | -13.6% |
| 6M | -10.2% | -7.3% | -2.9% | -9.9% |
| YTD | -4.9% | +12.3% | -17.3% | -7.9% |
| 1Y | -6.1% | +24.9% | -31.0% | -10.5% |
| 3Y | +46.0% | +210.4% | -164.4% | +15.1% |
| All | -17.2% | +210.4% | -227.6% | -35.8% |
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