-53.2%
TE vs WPM
+495.7%
-548.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -4.0% | +1.1% | -5.0% | -4.2% |
| 30D | -15.9% | +26.4% | -42.3% | -21.9% |
| 3M | -60.5% | +20.8% | -81.4% | -62.7% |
| 6M | -35.2% | +1.1% | -36.3% | -36.1% |
| YTD | -31.1% | +32.5% | -63.6% | -36.0% |
| 1Y | +148.6% | +51.5% | +97.1% | +124.0% |
| 3Y | -26.4% | +267.0% | -293.4% | -46.6% |
| 5Y | -48.0% | +250.1% | -298.1% | -63.0% |
| All | -53.2% | +495.7% | -548.8% | -67.0% |
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