+589.4%
SE vs WPM
+743.4%
-154.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -6.1% | +1.1% | -7.2% | -6.4% |
| 30D | -2.5% | +26.4% | -28.8% | -8.1% |
| 3M | +21.7% | +20.8% | +0.9% | +15.6% |
| 6M | +27.0% | +1.1% | +25.9% | +25.0% |
| YTD | -12.1% | +32.5% | -44.6% | -18.9% |
| 1Y | -40.9% | +51.5% | -92.4% | -47.5% |
| 3Y | +191.0% | +267.0% | -76.0% | +103.8% |
| 5Y | -68.3% | +250.1% | -318.4% | -77.8% |
| All | +589.4% | +743.4% | -154.1% | +380.6% |
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