+66.1%
T vs WPM
+261.1%
-195.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.5% | +7.0% | -8.6% | -2.1% |
| 30D | +7.6% | +15.7% | -8.1% | +6.3% |
| 3M | +15.3% | +35.2% | -19.9% | +12.3% |
| 6M | -8.5% | +6.1% | -14.6% | -9.1% |
| YTD | +6.8% | +32.6% | -25.8% | +2.4% |
| 1Y | -7.2% | +46.9% | -54.1% | -12.5% |
| 3Y | +108.2% | +276.3% | -168.1% | +66.7% |
| 5Y | +66.1% | +260.0% | -193.9% | +26.4% |
| All | +66.1% | +261.1% | -195.1% | +26.4% |
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