-19.1%
TE vs WPM
+273.6%
-292.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.4% |
| 7D | +15.0% | +3.9% | +11.1% | +13.1% |
| 30D | -7.5% | +17.7% | -25.2% | -14.3% |
| 3M | -42.0% | +39.4% | -81.4% | -49.9% |
| 6M | -31.4% | +6.4% | -37.8% | -34.6% |
| YTD | -26.5% | +34.0% | -60.5% | -33.9% |
| 1Y | +153.1% | +50.5% | +102.6% | +121.0% |
| All | -19.1% | +273.6% | -292.7% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling