-68.0%
U vs WPM
+261.1%
-329.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.5% | +7.0% | -2.6% | +1.8% |
| 30D | -0.6% | +15.7% | -16.3% | -6.5% |
| 3M | +48.4% | +35.2% | +13.2% | +31.1% |
| 6M | +115.4% | +6.1% | +109.3% | +106.4% |
| YTD | -3.2% | +32.6% | -35.8% | -14.6% |
| 1Y | -6.0% | +46.9% | -53.0% | -21.3% |
| 3Y | +13.5% | +276.3% | -262.8% | -39.6% |
| 5Y | -68.0% | +260.0% | -328.0% | -84.5% |
| All | -68.0% | +261.1% | -329.1% | -84.5% |
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