+6.6%
O vs WPM
+49.6%
-43.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.5% |
| 7D | -2.3% | +3.9% | -6.1% | -2.4% |
| 30D | -2.4% | +17.7% | -20.1% | -3.0% |
| 3M | -0.6% | +39.4% | -40.0% | -1.8% |
| 6M | -5.0% | +6.4% | -11.4% | -5.1% |
| YTD | +10.4% | +34.0% | -23.6% | +8.8% |
| All | +6.6% | +49.6% | -43.0% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling