+92.3%
MA vs WPM
+246.3%
-154.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.7% |
| 7D | +2.3% | +16.9% | -14.6% | +0.9% |
| 30D | +14.7% | +2.0% | +12.7% | +14.3% |
| 3M | +13.5% | +8.9% | +4.6% | +12.1% |
| 6M | +33.1% | +1.6% | +31.5% | +32.1% |
| YTD | +15.1% | +16.5% | -1.4% | +10.9% |
| 1Y | +18.7% | +42.2% | -23.5% | +11.1% |
| 3Y | +72.1% | +213.3% | -141.2% | +36.6% |
| All | +92.3% | +246.3% | -154.0% | +45.9% |
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 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