-39.0%
U vs WPM
+212.8%
-251.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -3.8% | +1.1% | -4.9% | -4.2% |
| 30D | +17.5% | +26.4% | -8.9% | +7.9% |
| 3M | +38.7% | +20.8% | +17.9% | +28.7% |
| 6M | +104.4% | +1.1% | +103.3% | +99.9% |
| YTD | -5.7% | +32.5% | -38.1% | -15.6% |
| 1Y | +3.7% | +51.5% | -47.8% | -12.2% |
| 3Y | +12.3% | +267.0% | -254.7% | -33.1% |
| 5Y | -68.8% | +250.1% | -318.9% | -81.9% |
| All | -39.0% | +212.8% | -251.9% | -59.6% |
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