+130.7%
WFC vs WPM
+279.1%
-148.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +1.1% | +7.0% | -6.0% | +0.7% |
| 30D | +0.8% | +15.7% | -14.9% | 0.0% |
| 3M | +9.3% | +35.2% | -25.9% | +7.3% |
| 6M | +10.6% | +6.1% | +4.5% | +9.8% |
| YTD | -4.1% | +32.6% | -36.6% | -6.4% |
| 1Y | +13.6% | +46.9% | -33.3% | +10.1% |
| 3Y | +130.7% | +276.3% | -145.6% | +98.2% |
| All | +130.7% | +279.1% | -148.4% | +98.2% |
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