+75.4%
RF vs WPM
+5,967.5%
-5,892.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +1.3% | +1.1% | +0.2% | +1.2% |
| 30D | -3.6% | +26.4% | -30.0% | -5.8% |
| 3M | +8.1% | +20.8% | -12.7% | +5.8% |
| 6M | +11.5% | +1.1% | +10.4% | +10.7% |
| YTD | +15.6% | +32.5% | -16.9% | +11.5% |
| 1Y | +15.7% | +51.5% | -35.8% | +9.9% |
| 3Y | +86.9% | +267.0% | -180.1% | +61.4% |
| 5Y | +89.8% | +250.1% | -160.3% | +62.9% |
| 10Y | +344.7% | +540.4% | -195.7% | +245.4% |
| All | +75.4% | +5,967.5% | -5,892.1% | -7.1% |
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