+57.7%
GEV vs WPM
+53.7%
+3.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +3.3% | +1.1% | +2.2% | +2.9% |
| 30D | -7.5% | +26.4% | -33.8% | -14.3% |
| 3M | -2.2% | +20.8% | -23.0% | -8.7% |
| 6M | +12.1% | +1.1% | +11.0% | +9.0% |
| YTD | +44.4% | +32.5% | +11.9% | +28.4% |
| 1Y | +57.7% | +51.5% | +6.1% | +31.3% |
| All | +57.7% | +53.7% | +3.9% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling