+2,152.4%
TER vs WPM
+5,248.7%
-3,096.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.8% | +0.8% |
| 7D | -8.9% | +16.4% | -25.2% | -12.1% |
| 30D | -39.1% | -1.5% | -37.6% | -39.0% |
| 3M | -32.8% | +2.6% | -35.3% | -33.4% |
| 6M | -31.7% | -1.3% | -30.4% | -31.9% |
| YTD | +26.9% | +16.8% | +10.2% | +22.6% |
| 1Y | +33.6% | +34.1% | -0.6% | +25.5% |
| 3Y | +181.5% | +225.1% | -43.6% | +118.0% |
| 5Y | +76.1% | +234.5% | -158.4% | +33.8% |
| 10Y | +1,006.2% | +674.1% | +332.1% | +579.4% |
| All | +2,152.4% | +5,248.7% | -3,096.3% | +789.0% |
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