+2,157.9%
TER vs WPM
+5,535.3%
-3,377.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.6% | +7.1% | +11.5% |
| 7D | -5.8% | +20.8% | -26.6% | -9.7% |
| 30D | -38.9% | +3.8% | -42.7% | -39.5% |
| 3M | -35.1% | +7.4% | -42.5% | -36.4% |
| 6M | -31.6% | +4.0% | -35.5% | -32.4% |
| YTD | +27.2% | +23.0% | +4.2% | +21.6% |
| 1Y | +35.2% | +45.9% | -10.7% | +24.9% |
| 3Y | +192.8% | +242.9% | -50.1% | +124.2% |
| 5Y | +72.4% | +259.5% | -187.1% | +29.1% |
| 10Y | +1,001.8% | +577.7% | +424.1% | +592.0% |
| All | +2,157.9% | +5,535.3% | -3,377.3% | +781.6% |
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 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