+95.2%
MOS vs WPM
+5,085.8%
-4,990.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.1% |
| 7D | +22.5% | +7.5% | +15.0% | +20.0% |
| 30D | +6.6% | -3.8% | +10.4% | +8.0% |
| 3M | -3.8% | +8.0% | -11.8% | -6.4% |
| 6M | -2.2% | +6.1% | -8.3% | -5.2% |
| YTD | -4.8% | +13.2% | -18.0% | -10.5% |
| 1Y | -11.7% | +37.9% | -49.6% | -22.1% |
| 3Y | -26.5% | +201.7% | -228.3% | -50.6% |
| 5Y | -32.2% | +240.0% | -272.2% | -57.0% |
| 10Y | +10.2% | +531.0% | -520.8% | -49.7% |
| All | +95.2% | +5,085.8% | -4,990.6% | -57.0% |
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 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