+20.1%
W vs WPM
+53.7%
-33.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.9% |
| 7D | -4.2% | +1.1% | -5.2% | -4.5% |
| 30D | -7.6% | +26.4% | -33.9% | -15.6% |
| 3M | +37.2% | +20.8% | +16.3% | +26.1% |
| 6M | +26.3% | +1.1% | +25.2% | +20.2% |
| YTD | -1.0% | +32.5% | -33.4% | -16.7% |
| 1Y | +20.1% | +51.5% | -31.4% | -9.0% |
| All | +20.1% | +53.7% | -33.7% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling