+549.8%
MS vs WPM
+5,236.6%
-4,686.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -1.1% |
| 7D | -1.6% | +16.9% | -18.5% | -4.5% |
| 30D | -3.8% | +2.0% | -5.7% | -4.3% |
| 3M | -14.6% | +8.9% | -23.5% | -16.4% |
| 6M | -5.1% | +1.6% | -6.6% | -6.2% |
| YTD | +4.5% | +16.5% | -12.0% | -0.3% |
| 1Y | +13.5% | +42.2% | -28.7% | +4.2% |
| 3Y | +160.4% | +213.3% | -52.9% | +101.7% |
| 5Y | +112.9% | +249.9% | -137.1% | +58.4% |
| 10Y | +633.4% | +549.4% | +84.1% | +344.7% |
| All | +549.8% | +5,236.6% | -4,686.8% | +84.1% |
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