+78.8%
SE vs WPM
+246.6%
-167.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.6% |
| 7D | +3.3% | +20.8% | -17.5% | -1.4% |
| 30D | -18.2% | +3.8% | -22.0% | -19.1% |
| 3M | -31.3% | +7.4% | -38.7% | -32.9% |
| 6M | -10.1% | +4.0% | -14.1% | -12.2% |
| YTD | -38.9% | +23.0% | -61.9% | -42.0% |
| 1Y | -48.0% | +45.9% | -94.0% | -52.3% |
| 3Y | +78.8% | +242.9% | -164.1% | +60.2% |
| All | +78.8% | +246.6% | -167.8% | +60.2% |
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