+458.2%
TPR vs WPM
+5,967.5%
-5,509.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | -23.0% | +26.4% | -49.3% | -25.4% |
| 3M | -12.5% | +20.8% | -33.3% | -14.9% |
| 6M | -21.4% | +1.1% | -22.5% | -22.0% |
| YTD | -3.5% | +32.5% | -36.0% | -7.8% |
| 1Y | +17.4% | +51.5% | -34.2% | +10.0% |
| 3Y | +291.3% | +267.0% | +24.2% | +225.2% |
| 5Y | +241.9% | +250.1% | -8.2% | +182.4% |
| 10Y | +322.7% | +540.4% | -217.7% | +212.1% |
| All | +458.2% | +5,967.5% | -5,509.3% | +152.2% |
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