+172.8%
W vs WPM
+246.6%
-73.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +2.7% |
| 7D | +3.3% | +20.8% | -17.5% | -3.1% |
| 30D | +10.5% | +3.8% | +6.7% | +8.7% |
| 3M | +9.6% | +7.4% | +2.2% | +6.2% |
| 6M | +76.4% | +4.0% | +72.4% | +70.9% |
| YTD | +16.4% | +23.0% | -6.6% | +4.9% |
| 1Y | +9.3% | +45.9% | -36.6% | -6.5% |
| 3Y | +172.8% | +242.9% | -70.1% | +29.7% |
| All | +172.8% | +246.6% | -73.8% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling