+1,968.4%
NDAQ vs WPM
+5,046.3%
-3,077.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.3% | -3.6% | +4.8% | +1.8% |
| 30D | +18.0% | +1.4% | +16.5% | +17.3% |
| 3M | +11.5% | -0.2% | +11.7% | +10.8% |
| 6M | +21.1% | -7.3% | +28.4% | +21.2% |
| YTD | +12.8% | +12.3% | +0.5% | +8.1% |
| 1Y | +25.7% | +24.9% | +0.8% | +18.3% |
| 3Y | +116.8% | +210.4% | -93.6% | +71.8% |
| 5Y | +67.3% | +210.4% | -143.1% | +30.3% |
| 10Y | +473.3% | +731.7% | -258.4% | +256.5% |
| All | +1,968.4% | +5,046.3% | -3,077.9% | +404.2% |
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