+522.6%
T vs WPM
+5,967.5%
-5,444.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.9% |
| 7D | -1.3% | +1.1% | -2.3% | -1.4% |
| 30D | +11.4% | +26.4% | -15.0% | +9.0% |
| 3M | +14.3% | +20.8% | -6.5% | +12.0% |
| 6M | -9.3% | +1.1% | -10.4% | -9.9% |
| YTD | +7.1% | +32.5% | -25.4% | +3.4% |
| 1Y | -9.1% | +51.5% | -60.6% | -13.6% |
| 3Y | +105.3% | +267.0% | -161.7% | +78.5% |
| 5Y | +66.8% | +250.1% | -183.3% | +44.5% |
| 10Y | +66.8% | +540.4% | -473.6% | +33.0% |
| All | +522.6% | +5,967.5% | -5,444.9% | +249.3% |
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 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