+846.0%
NI vs WPM
+5,967.5%
-5,121.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.5% |
| 7D | +2.0% | +1.1% | +0.9% | +1.9% |
| 30D | -3.5% | +26.4% | -29.9% | -6.1% |
| 3M | -9.1% | +20.8% | -30.0% | -11.3% |
| 6M | -11.8% | +1.1% | -13.0% | -12.6% |
| YTD | +1.1% | +32.5% | -31.4% | -3.0% |
| 1Y | +6.7% | +51.5% | -44.8% | +0.6% |
| 3Y | +71.1% | +267.0% | -195.9% | +45.6% |
| 5Y | +94.3% | +250.1% | -155.8% | +64.7% |
| 10Y | +135.8% | +540.4% | -404.6% | +82.0% |
| All | +846.0% | +5,967.5% | -5,121.5% | +412.4% |
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