+88.3%
RF vs WPM
+270.0%
-181.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +1.3% | +1.1% | +0.2% | +1.3% |
| 30D | -3.6% | +26.4% | -30.0% | -4.6% |
| 3M | +8.1% | +20.8% | -12.7% | +7.2% |
| 6M | +11.5% | +1.1% | +10.4% | +11.3% |
| YTD | +15.6% | +32.5% | -16.9% | +13.5% |
| 1Y | +15.7% | +51.5% | -35.8% | +12.6% |
| All | +88.3% | +270.0% | -181.7% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling