-51.3%
IT vs WPM
+259.8%
-311.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.6% |
| 7D | -12.7% | -3.6% | -9.1% | -12.7% |
| 30D | -8.9% | +12.5% | -21.4% | -9.0% |
| 3M | +10.1% | +40.6% | -30.5% | +10.2% |
| 6M | +7.3% | +0.5% | +6.7% | +8.0% |
| YTD | -32.4% | +29.0% | -61.4% | -33.2% |
| 1Y | -26.6% | +43.8% | -70.5% | -28.5% |
| All | -51.3% | +259.8% | -311.1% | -61.0% |
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