+90.7%
WFC vs WPM
+210.4%
-119.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.5% | -3.6% | +6.1% | +2.8% |
| 30D | +7.0% | +1.4% | +5.6% | +6.7% |
| 3M | -1.8% | -0.2% | -1.6% | -2.0% |
| 6M | +18.4% | -7.3% | +25.7% | +18.4% |
| YTD | -5.6% | +12.3% | -17.9% | -7.6% |
| 1Y | +3.9% | +24.9% | -21.0% | +0.8% |
| 3Y | +126.3% | +210.4% | -84.0% | +98.1% |
| All | +90.7% | +210.4% | -119.7% | +60.9% |
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