+469.1%
P vs WPM
+1,028.5%
-559.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +3.1% |
| 7D | -23.8% | +16.9% | -40.7% | -26.0% |
| 30D | -36.6% | +2.0% | -38.6% | -36.9% |
| 3M | +10.9% | +8.9% | +1.9% | +8.5% |
| 6M | +30.0% | +1.6% | +28.4% | +28.4% |
| YTD | +44.4% | +16.5% | +27.9% | +38.9% |
| 1Y | +3.9% | +42.2% | -38.3% | -3.0% |
| 3Y | +176.6% | +213.3% | -36.7% | +126.5% |
| 5Y | +249.3% | +249.9% | -0.6% | +178.7% |
| 10Y | +726.9% | +549.4% | +177.6% | +534.2% |
| All | +469.1% | +1,028.5% | -559.3% | +324.2% |
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