+443.9%
T vs WPM
+5,060.0%
-4,616.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | -2.9% | -3.1% | +0.2% | -2.8% |
| 3M | -7.5% | -2.2% | -5.3% | -7.7% |
| 6M | -9.9% | -7.4% | -2.5% | -9.9% |
| YTD | -6.4% | +12.6% | -19.1% | -8.7% |
| 1Y | -9.4% | +22.8% | -32.2% | -12.4% |
| 3Y | +64.9% | +213.6% | -148.8% | +44.9% |
| 5Y | +57.0% | +211.2% | -154.2% | +37.0% |
| 10Y | +60.8% | +733.9% | -673.1% | +25.0% |
| All | +443.9% | +5,060.0% | -4,616.1% | +208.5% |
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