+392.8%
MAS vs WPM
+5,048.3%
-4,655.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +12.0% | -6.3% | +3.7% |
| 7D | +14.2% | +3.9% | +10.3% | +13.4% |
| 30D | +26.8% | -3.5% | +30.3% | +27.3% |
| 3M | +13.1% | +14.1% | -1.0% | +10.2% |
| 6M | +27.9% | +6.2% | +21.7% | +25.6% |
| YTD | +38.7% | +12.4% | +26.3% | +34.0% |
| 1Y | +40.4% | +40.0% | +0.4% | +30.8% |
| 3Y | +66.1% | +199.6% | -133.5% | +34.0% |
| 5Y | +47.4% | +243.6% | -196.2% | +14.6% |
| 10Y | +238.3% | +526.4% | -288.1% | +127.0% |
| All | +392.8% | +5,048.3% | -4,655.5% | +99.7% |
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