-62.1%
W vs WPM
+261.1%
-323.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +6.5% | +7.0% | -0.5% | +3.6% |
| 30D | -6.2% | +15.7% | -22.0% | -11.7% |
| 3M | +48.9% | +35.2% | +13.7% | +31.2% |
| 6M | +31.2% | +6.1% | +25.1% | +25.9% |
| YTD | -0.4% | +32.6% | -33.0% | -14.3% |
| 1Y | +14.8% | +46.9% | -32.1% | -5.7% |
| 3Y | +40.5% | +276.3% | -235.8% | -31.4% |
| 5Y | -62.1% | +260.0% | -322.1% | -82.6% |
| All | -62.1% | +261.1% | -323.2% | -82.6% |
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 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