+826.4%
PM vs WPM
+763.1%
+63.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.7% | +1.0% |
| 7D | -6.6% | +16.4% | -23.0% | -7.9% |
| 30D | -3.4% | -1.5% | -2.0% | -3.5% |
| 3M | +5.3% | +2.6% | +2.8% | +4.7% |
| 6M | +15.5% | -1.3% | +16.9% | +14.9% |
| YTD | +24.3% | +16.8% | +7.5% | +21.1% |
| 1Y | +29.7% | +34.1% | -4.4% | +24.8% |
| 3Y | +144.9% | +225.1% | -80.2% | +116.7% |
| 5Y | +159.0% | +234.5% | -75.5% | +126.8% |
| 10Y | +250.9% | +674.1% | -423.2% | +180.0% |
| All | +826.4% | +763.1% | +63.3% | +460.9% |
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