+219.1%
TER vs WPM
+261.1%
-42.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +11.0% | +7.0% | +3.9% | +8.3% |
| 30D | -1.9% | +15.7% | -17.6% | -7.3% |
| 3M | -0.7% | +35.2% | -35.9% | -11.7% |
| 6M | +36.4% | +6.1% | +30.3% | +31.3% |
| YTD | +92.4% | +32.6% | +59.9% | +74.5% |
| 1Y | +213.5% | +46.9% | +166.6% | +175.5% |
| 3Y | +277.2% | +276.3% | +0.9% | +141.4% |
| 5Y | +219.1% | +260.0% | -40.9% | +89.3% |
| All | +219.1% | +261.1% | -42.0% | +89.3% |
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