+31,230.8%
FIX vs WPM
+5,967.5%
+25,263.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +6.0% | +1.1% | +5.0% | +5.8% |
| 30D | -7.2% | +26.4% | -33.6% | -11.2% |
| 3M | -15.9% | +20.8% | -36.7% | -18.9% |
| 6M | +12.7% | +1.1% | +11.6% | +11.8% |
| YTD | +72.8% | +32.5% | +40.3% | +63.4% |
| 1Y | +122.9% | +51.5% | +71.4% | +105.8% |
| 3Y | +774.3% | +267.0% | +507.3% | +593.2% |
| 5Y | +2,049.5% | +250.1% | +1,799.4% | +1,593.5% |
| 10Y | +5,821.5% | +540.4% | +5,281.1% | +3,923.1% |
| All | +31,230.8% | +5,967.5% | +25,263.3% | +12,205.4% |
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