+577.5%
MS vs WPM
+5,060.0%
-4,482.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.2% |
| 7D | +3.7% | -0.5% | +4.2% | +3.7% |
| 30D | +2.0% | -3.1% | +5.1% | +2.4% |
| 3M | -12.6% | -2.2% | -10.4% | -12.7% |
| 6M | -0.3% | -7.4% | +7.1% | +0.3% |
| YTD | +9.0% | +12.6% | -3.7% | +4.5% |
| 1Y | +13.9% | +22.8% | -9.0% | +7.3% |
| 3Y | +173.6% | +213.6% | -40.0% | +111.8% |
| 5Y | +122.0% | +211.2% | -89.2% | +68.9% |
| 10Y | +551.2% | +733.9% | -182.7% | +275.6% |
| All | +577.5% | +5,060.0% | -4,482.5% | +93.1% |
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