+3,220.8%
PH vs WPM
+5,060.0%
-1,839.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.1% |
| 7D | +7.4% | -0.5% | +7.9% | +7.4% |
| 30D | +0.5% | -3.1% | +3.6% | +0.7% |
| 3M | -10.2% | -2.2% | -8.1% | -10.4% |
| 6M | +8.9% | -7.4% | +16.3% | +9.2% |
| YTD | +9.7% | +12.6% | -3.0% | +6.1% |
| 1Y | +12.8% | +22.8% | -10.0% | +7.6% |
| 3Y | +134.6% | +213.6% | -79.1% | +91.5% |
| 5Y | +204.5% | +211.2% | -6.7% | +145.6% |
| 10Y | +697.5% | +733.9% | -36.4% | +430.4% |
| All | +3,220.8% | +5,060.0% | -1,839.2% | +1,418.5% |
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