-32.6%
TER vs WPM
+8.0%
-40.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.6% | +7.1% | +11.0% |
| 7D | -5.8% | +20.8% | -26.6% | -10.1% |
| 30D | -38.9% | +3.8% | -42.7% | -38.2% |
| All | -32.6% | +8.0% | -40.6% | -30.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling