+643.2%
GEV vs WPM
+254.6%
+388.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +8.1% | +7.0% | +1.1% | +5.8% |
| 30D | -1.9% | +15.7% | -17.7% | -6.9% |
| 3M | +4.1% | +35.2% | -31.1% | -6.8% |
| 6M | +23.2% | +6.1% | +17.1% | +18.8% |
| YTD | +48.9% | +32.6% | +16.3% | +31.4% |
| 1Y | +62.2% | +46.9% | +15.3% | +36.8% |
| All | +643.2% | +254.6% | +388.6% | +311.7% |
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