+3,216.0%
PH vs WPM
+5,535.3%
-2,319.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +3.4% |
| 7D | +3.0% | +20.8% | -17.8% | 0.0% |
| 30D | -0.6% | +3.8% | -4.4% | -1.3% |
| 3M | -10.7% | +7.4% | -18.1% | -12.1% |
| 6M | +9.1% | +4.0% | +5.1% | +7.5% |
| YTD | +9.5% | +23.0% | -13.5% | +4.6% |
| 1Y | +14.0% | +45.9% | -31.9% | +6.0% |
| 3Y | +138.9% | +242.9% | -104.1% | +92.5% |
| 5Y | +209.1% | +259.5% | -50.4% | +144.2% |
| 10Y | +737.3% | +577.7% | +159.6% | +473.1% |
| All | +3,216.0% | +5,535.3% | -2,319.3% | +1,397.1% |
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