+1,692.5%
IT vs WPM
+5,967.5%
-4,275.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -4.5% |
| 7D | -6.0% | +1.1% | -7.1% | -6.1% |
| 30D | 0.0% | +26.4% | -26.3% | -2.7% |
| 3M | +13.1% | +20.8% | -7.8% | +10.3% |
| 6M | +11.7% | +1.1% | +10.6% | +10.6% |
| YTD | -26.1% | +32.5% | -58.6% | -29.5% |
| 1Y | -21.3% | +51.5% | -72.8% | -26.3% |
| 3Y | -46.7% | +267.0% | -313.8% | -55.8% |
| 5Y | -40.5% | +250.1% | -290.6% | -50.9% |
| 10Y | +103.9% | +540.4% | -436.5% | +50.7% |
| All | +1,692.5% | +5,967.5% | -4,275.0% | +780.9% |
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