+29.7%
Q vs WPM
+63.3%
-33.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +6.7% | +7.0% | -0.3% | +3.9% |
| 30D | -10.6% | +15.7% | -26.3% | -16.2% |
| 3M | -14.6% | +35.2% | -49.8% | -26.0% |
| 6M | +12.1% | +6.1% | +6.0% | +6.3% |
| YTD | +51.3% | +32.6% | +18.7% | +37.5% |
| All | +29.7% | +63.3% | -33.6% | +12.0% |
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