+192.8%
TER vs WPM
+246.6%
-53.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.6% | +7.1% | +10.6% |
| 7D | -5.8% | +20.8% | -26.6% | -12.7% |
| 30D | -38.9% | +3.8% | -42.7% | -39.8% |
| 3M | -35.1% | +7.4% | -42.5% | -37.2% |
| 6M | -31.6% | +4.0% | -35.5% | -33.6% |
| YTD | +27.2% | +23.0% | +4.2% | +18.9% |
| 1Y | +35.2% | +45.9% | -10.7% | +22.3% |
| 3Y | +192.8% | +242.9% | -50.1% | +98.6% |
| All | +192.8% | +246.6% | -53.8% | +98.6% |
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