+15.9%
MS vs WPM
+40.9%
-25.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +1.9% |
| 7D | +0.7% | +20.8% | -20.1% | -3.4% |
| 30D | -0.9% | +3.8% | -4.8% | -2.1% |
| 3M | -13.0% | +7.4% | -20.4% | -14.8% |
| 6M | -2.0% | +4.0% | -5.9% | -4.7% |
| YTD | +7.8% | +23.0% | -15.2% | -3.2% |
| All | +15.9% | +40.9% | -25.0% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling