+1,192.0%
MAR vs WPM
+5,967.5%
-4,775.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -4.2% | +1.1% | -5.2% | -4.3% |
| 30D | -6.7% | +26.4% | -33.0% | -9.7% |
| 3M | -12.5% | +20.8% | -33.3% | -15.1% |
| 6M | +0.6% | +1.1% | -0.5% | -0.4% |
| YTD | +9.1% | +32.5% | -23.3% | +3.6% |
| 1Y | +26.2% | +51.5% | -25.3% | +17.3% |
| 3Y | +68.2% | +267.0% | -198.9% | +36.3% |
| 5Y | +163.9% | +250.1% | -86.2% | +112.7% |
| 10Y | +420.6% | +540.4% | -119.8% | +265.6% |
| All | +1,192.0% | +5,967.5% | -4,775.5% | +473.7% |
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