+12,759.1%
TDG vs WPM
+1,965.7%
+10,793.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | -2.4% | +3.9% | -6.3% | -2.9% |
| 30D | -8.0% | +17.7% | -25.7% | -9.8% |
| 3M | -10.5% | +39.4% | -49.9% | -14.1% |
| 6M | -11.9% | +6.4% | -18.3% | -13.1% |
| YTD | -15.4% | +34.0% | -49.3% | -19.0% |
| 1Y | -14.2% | +50.5% | -64.7% | -19.2% |
| 3Y | +51.0% | +280.3% | -229.3% | +26.4% |
| 5Y | +126.5% | +266.3% | -139.9% | +88.7% |
| 10Y | +535.6% | +550.8% | -15.2% | +378.5% |
| All | +12,759.1% | +1,965.7% | +10,793.4% | +6,155.8% |
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