-48.5%
TE vs WPM
+252.7%
-301.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.7% | -3.0% | -5.0% |
| 7D | +0.9% | -3.6% | +4.5% | +2.6% |
| 30D | -16.3% | +12.5% | -28.7% | -20.8% |
| 3M | -40.8% | +40.6% | -81.4% | -49.0% |
| 6M | -42.6% | +0.5% | -43.1% | -43.4% |
| YTD | -31.4% | +29.0% | -60.5% | -38.2% |
| 1Y | +144.9% | +43.8% | +101.1% | +111.6% |
| 3Y | -26.0% | +266.3% | -292.3% | -58.5% |
| 5Y | -48.5% | +255.1% | -303.6% | -72.3% |
| All | -48.5% | +252.7% | -301.1% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling