-46.3%
IT vs WPM
+261.4%
-307.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.8% |
| 7D | -9.1% | +3.9% | -13.0% | -9.4% |
| 30D | -12.2% | +17.7% | -29.8% | -13.3% |
| 3M | +7.8% | +39.4% | -31.6% | +5.1% |
| 6M | +2.0% | +6.4% | -4.4% | +1.5% |
| YTD | -32.7% | +34.0% | -66.7% | -35.5% |
| 1Y | -31.1% | +50.5% | -81.6% | -35.3% |
| 3Y | -52.1% | +280.3% | -332.4% | -63.3% |
| 5Y | -46.3% | +266.3% | -312.6% | -60.7% |
| All | -46.3% | +261.4% | -307.6% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling