+70.9%
NDAQ vs WPM
+225.5%
-154.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | 0.0% | +3.1% | -3.1% | -0.4% |
| 30D | +16.3% | -1.8% | +18.2% | +16.3% |
| 3M | +15.8% | +1.0% | +14.8% | +15.2% |
| 6M | +24.8% | -5.4% | +30.3% | +24.7% |
| YTD | +14.1% | +15.9% | -1.8% | +10.2% |
| 1Y | +26.5% | +30.8% | -4.3% | +20.2% |
| 3Y | +119.1% | +222.6% | -103.5% | +78.9% |
| 5Y | +70.9% | +227.4% | -156.4% | +41.1% |
| All | +70.9% | +225.5% | -154.6% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling