-7.5%
IR vs WPM
+47.7%
-55.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -1.9% | +3.9% | -5.8% | -2.6% |
| 30D | -15.0% | +17.7% | -32.7% | -17.7% |
| 3M | -0.4% | +39.4% | -39.9% | -7.0% |
| 6M | -15.0% | +6.4% | -21.5% | -17.5% |
| YTD | -7.1% | +34.0% | -41.0% | -11.0% |
| 1Y | -7.5% | +50.5% | -58.1% | -12.8% |
| All | -7.5% | +47.7% | -55.3% | -12.8% |
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