+83.0%
PL vs WPM
+283.1%
-200.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | -9.3% | +1.1% | -10.4% | -9.9% |
| 30D | -18.9% | +26.4% | -45.3% | -27.3% |
| 3M | -58.4% | +20.8% | -79.2% | -61.8% |
| 6M | -30.3% | +1.1% | -31.4% | -31.4% |
| YTD | -8.1% | +32.5% | -40.6% | -19.6% |
| 1Y | +180.5% | +51.5% | +129.0% | +132.6% |
| 3Y | +444.1% | +267.0% | +177.1% | +209.7% |
| 5Y | +83.0% | +250.1% | -167.1% | +0.1% |
| All | +83.0% | +283.1% | -200.1% | +0.5% |
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