+485.4%
P vs WPM
+1,183.0%
-697.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.4% | +1.6% |
| 7D | +6.5% | +1.1% | +5.5% | +6.3% |
| 30D | +18.8% | +26.4% | -7.5% | +13.7% |
| 3M | +26.7% | +20.8% | +5.9% | +22.1% |
| 6M | +62.2% | +1.1% | +61.1% | +60.0% |
| YTD | +48.5% | +32.5% | +16.0% | +40.2% |
| 1Y | +26.4% | +51.5% | -25.1% | +16.6% |
| 3Y | +159.4% | +267.0% | -107.6% | +107.5% |
| 5Y | +275.8% | +250.1% | +25.7% | +198.3% |
| 10Y | +732.0% | +540.4% | +191.7% | +532.0% |
| All | +485.4% | +1,183.0% | -697.7% | +328.3% |
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