+443.9%
T vs WPM
+5,046.3%
-4,602.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.5% | -3.6% | +6.1% | +2.8% |
| 30D | -3.8% | +1.4% | -5.2% | -4.0% |
| 3M | -8.7% | -0.2% | -8.6% | -9.1% |
| 6M | -8.1% | -7.3% | -0.8% | -8.1% |
| YTD | -6.4% | +12.3% | -18.8% | -8.7% |
| 1Y | -9.8% | +24.9% | -34.7% | -12.8% |
| 3Y | +65.5% | +210.4% | -144.9% | +45.6% |
| 5Y | +57.0% | +210.4% | -153.4% | +37.1% |
| 10Y | +60.8% | +731.7% | -670.9% | +25.1% |
| All | +443.9% | +5,046.3% | -4,602.4% | +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