+10.3%
IR vs WPM
+278.8%
-268.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.4% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | -15.1% | +26.4% | -41.5% | -18.2% |
| 3M | +6.1% | +20.8% | -14.8% | +2.6% |
| 6M | -16.8% | +1.1% | -17.9% | -18.1% |
| YTD | -3.5% | +32.5% | -36.0% | -7.6% |
| 1Y | -3.5% | +51.5% | -55.0% | -8.8% |
| All | +10.3% | +278.8% | -268.5% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling