+572.2%
PBR vs WPM
+252.7%
+319.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.8% | +2.6% |
| 7D | +4.2% | -3.6% | +7.8% | +4.7% |
| 30D | +22.7% | +12.5% | +10.3% | +20.6% |
| 3M | +21.5% | +40.6% | -19.1% | +15.3% |
| 6M | +24.0% | +0.5% | +23.5% | +23.2% |
| YTD | +88.2% | +29.0% | +59.2% | +77.9% |
| 1Y | +74.8% | +43.8% | +31.0% | +61.0% |
| 3Y | +105.1% | +266.3% | -161.2% | +50.2% |
| 5Y | +572.2% | +255.1% | +317.1% | +381.6% |
| All | +572.2% | +252.7% | +319.6% | +381.6% |
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