+52.4%
GEV vs WPM
+38.8%
+13.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +12.0% | -21.3% | -12.7% |
| 7D | -5.1% | +3.9% | -9.0% | -6.4% |
| 30D | -15.8% | -3.5% | -12.3% | -14.7% |
| 3M | -18.2% | +14.1% | -32.3% | -22.5% |
| 6M | -22.4% | +6.2% | -28.6% | -25.1% |
| YTD | +27.7% | +12.4% | +15.3% | +13.5% |
| 1Y | +52.4% | +40.0% | +12.4% | +15.0% |
| All | +52.4% | +38.8% | +13.6% | +15.0% |
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