+126.3%
WFC vs WPM
+214.5%
-88.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.5% | -3.6% | +6.1% | +2.7% |
| 30D | +7.0% | +1.4% | +5.6% | +6.8% |
| 3M | -1.8% | -0.2% | -1.6% | -2.0% |
| 6M | +18.4% | -7.3% | +25.7% | +18.3% |
| YTD | -5.6% | +12.3% | -17.9% | -7.0% |
| 1Y | +3.9% | +24.9% | -21.0% | +1.8% |
| 3Y | +126.3% | +210.4% | -84.0% | +107.7% |
| All | +126.3% | +214.5% | -88.2% | +107.7% |
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