+155.3%
F vs WPM
+5,236.6%
-5,081.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.1% |
| 7D | +1.6% | +16.9% | -15.4% | -0.8% |
| 30D | +2.6% | +2.0% | +0.7% | +2.2% |
| 3M | -8.8% | +8.9% | -17.7% | -10.3% |
| 6M | +4.6% | +1.6% | +3.0% | +3.6% |
| YTD | -1.9% | +16.5% | -18.4% | -5.3% |
| 1Y | -0.8% | +42.2% | -43.0% | -6.9% |
| 3Y | +43.5% | +213.3% | -169.8% | +18.5% |
| 5Y | -12.1% | +249.9% | -262.0% | -29.5% |
| 10Y | +83.6% | +549.4% | -465.7% | +27.9% |
| All | +155.3% | +5,236.6% | -5,081.2% | +18.7% |
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 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