+154.9%
MAR vs WPM
+266.2%
-111.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.7% |
| 7D | -0.5% | +3.9% | -4.4% | -0.9% |
| 30D | -4.7% | +17.7% | -22.3% | -6.6% |
| 3M | -15.6% | +39.4% | -55.0% | -19.1% |
| 6M | +1.2% | +6.4% | -5.2% | -0.2% |
| YTD | +7.5% | +34.0% | -26.5% | +2.3% |
| 1Y | +26.6% | +50.5% | -23.9% | +18.2% |
| 3Y | +66.0% | +280.3% | -214.3% | +28.8% |
| All | +154.9% | +266.2% | -111.2% | +90.0% |
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