+1,303.6%
GS vs WPM
+5,967.5%
-4,664.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.2% |
| 7D | +0.9% | +1.1% | -0.1% | +0.8% |
| 30D | -1.6% | +26.4% | -27.9% | -5.0% |
| 3M | -4.5% | +20.8% | -25.3% | -7.3% |
| 6M | +20.9% | +1.1% | +19.8% | +20.0% |
| YTD | +19.9% | +32.5% | -12.6% | +14.1% |
| 1Y | +41.4% | +51.5% | -10.1% | +31.8% |
| 3Y | +239.2% | +267.0% | -27.9% | +176.2% |
| 5Y | +185.0% | +250.1% | -65.1% | +130.5% |
| 10Y | +655.0% | +540.4% | +114.6% | +430.6% |
| All | +1,303.6% | +5,967.5% | -4,664.0% | +426.2% |
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