+33.1%
GDDY vs WPM
+267.3%
-234.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.7% |
| 7D | -3.2% | -0.6% | -2.6% | -3.2% |
| 30D | +6.8% | +14.4% | -7.6% | +6.5% |
| 3M | +30.5% | +37.0% | -6.5% | +29.3% |
| 6M | +13.3% | +4.1% | +9.2% | +13.6% |
| YTD | -21.0% | +31.7% | -52.7% | -22.7% |
| 1Y | -34.0% | +44.2% | -78.2% | -36.2% |
| 3Y | +33.1% | +265.5% | -232.4% | +9.8% |
| All | +33.1% | +267.3% | -234.2% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling