+1,070.1%
GS vs WPM
+5,236.6%
-4,166.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.8% |
| 7D | -3.2% | +16.9% | -20.1% | -5.4% |
| 30D | -2.4% | +2.0% | -4.4% | -2.8% |
| 3M | -15.7% | +8.9% | -24.7% | -17.1% |
| 6M | -6.8% | +1.6% | -8.3% | -7.5% |
| YTD | -0.1% | +16.5% | -16.6% | -3.3% |
| 1Y | +12.1% | +42.2% | -30.1% | +5.5% |
| 3Y | +185.8% | +213.3% | -27.5% | +137.8% |
| 5Y | +140.1% | +249.9% | -109.8% | +94.2% |
| 10Y | +505.2% | +549.4% | -44.1% | +323.8% |
| All | +1,070.1% | +5,236.6% | -4,166.5% | +346.1% |
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