+1,401.1%
TRV vs WPM
+5,810.9%
-4,409.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.8% |
| 7D | -1.5% | -3.6% | +2.1% | -1.2% |
| 30D | -1.8% | +12.5% | -14.3% | -2.9% |
| 3M | +21.6% | +40.6% | -19.0% | +17.8% |
| 6M | +22.5% | +0.5% | +21.9% | +21.6% |
| YTD | +28.1% | +29.0% | -0.9% | +24.1% |
| 1Y | +37.0% | +43.8% | -6.8% | +31.1% |
| 3Y | +141.9% | +266.3% | -124.4% | +111.2% |
| 5Y | +158.5% | +255.1% | -96.6% | +124.2% |
| 10Y | +297.5% | +526.8% | -229.3% | +216.5% |
| All | +1,401.1% | +5,810.9% | -4,409.8% | +745.7% |
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