+428.2%
WFC vs WPM
+5,967.5%
-5,539.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.0% |
| 7D | +3.8% | +1.1% | +2.7% | +3.7% |
| 30D | +1.5% | +26.4% | -24.9% | -0.8% |
| 3M | +10.9% | +20.8% | -10.0% | +8.6% |
| 6M | +8.4% | +1.1% | +7.3% | +7.7% |
| YTD | -1.9% | +32.5% | -34.3% | -5.2% |
| 1Y | +12.3% | +51.5% | -39.2% | +7.0% |
| 3Y | +132.3% | +267.0% | -134.7% | +102.3% |
| 5Y | +130.1% | +250.1% | -120.1% | +99.1% |
| 10Y | +134.4% | +540.4% | -406.0% | +84.7% |
| All | +428.2% | +5,967.5% | -5,539.3% | +195.2% |
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 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