+892.2%
LOW vs WPM
+5,972.6%
-5,080.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.4% | +7.0% | -6.6% | -0.2% |
| 30D | -10.1% | +15.7% | -25.8% | -11.3% |
| 3M | -2.9% | +35.2% | -38.1% | -5.5% |
| 6M | -19.4% | +6.1% | -25.5% | -20.2% |
| YTD | -15.4% | +32.6% | -48.0% | -18.1% |
| 1Y | -24.9% | +46.9% | -71.8% | -28.0% |
| 3Y | -7.8% | +276.3% | -284.1% | -19.1% |
| 5Y | +8.4% | +260.0% | -251.6% | -5.3% |
| 10Y | +226.8% | +508.5% | -281.7% | +168.9% |
| All | +892.2% | +5,972.6% | -5,080.4% | +557.1% |
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