+15,614.6%
MA vs WPM
+1,857.8%
+13,756.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.9% |
| 7D | +2.3% | +16.9% | -14.6% | +0.1% |
| 30D | +14.7% | +2.0% | +12.7% | +14.2% |
| 3M | +13.5% | +8.9% | +4.6% | +11.6% |
| 6M | +33.1% | +1.6% | +31.5% | +31.5% |
| YTD | +15.1% | +16.5% | -1.4% | +10.4% |
| 1Y | +18.7% | +42.2% | -23.5% | +10.6% |
| 3Y | +72.1% | +213.3% | -141.2% | +40.6% |
| 5Y | +92.8% | +249.9% | -157.1% | +53.1% |
| 10Y | +571.6% | +549.4% | +22.3% | +367.9% |
| All | +15,614.6% | +1,857.8% | +13,756.8% | +6,622.3% |
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