+13.7%
O vs WPM
+261.1%
-247.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.6% | +7.0% | -7.6% | -1.4% |
| 30D | -2.0% | +15.7% | -17.7% | -3.8% |
| 3M | +3.0% | +35.2% | -32.2% | -1.1% |
| 6M | -3.6% | +6.1% | -9.7% | -4.8% |
| YTD | +12.1% | +32.6% | -20.5% | +6.4% |
| 1Y | +8.9% | +46.9% | -38.0% | +1.3% |
| 3Y | +30.3% | +276.3% | -246.0% | +1.5% |
| 5Y | +13.7% | +260.0% | -246.3% | -13.2% |
| All | +13.7% | +261.1% | -247.4% | -13.2% |
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 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