+203.4%
W vs WPM
+678.8%
-475.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -7.4% | +3.1% | -10.5% | -8.1% |
| 30D | +7.8% | -1.8% | +9.6% | +8.1% |
| 3M | +10.9% | +1.0% | +9.9% | +10.2% |
| 6M | +86.4% | -5.4% | +91.9% | +87.6% |
| YTD | +14.0% | +15.9% | -1.9% | +7.8% |
| 1Y | +3.5% | +30.8% | -27.3% | -5.0% |
| 3Y | +164.8% | +222.6% | -57.9% | +90.9% |
| 5Y | -53.1% | +227.4% | -280.5% | -66.6% |
| 10Y | +220.4% | +757.8% | -537.4% | +107.3% |
| All | +203.4% | +678.8% | -475.5% | +95.5% |
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 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