+408.2%
WFC vs WPM
+5,046.3%
-4,638.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.5% |
| YTD | -5.6% | +12.3% | -17.9% | -7.6% |
| 1Y | +3.9% | +24.9% | -21.0% | +0.6% |
| 3Y | +126.3% | +210.4% | -84.0% | +99.7% |
| 5Y | +91.1% | +210.4% | -119.2% | +67.0% |
| 10Y | +118.5% | +731.7% | -613.1% | +67.5% |
| All | +408.2% | +5,046.3% | -4,638.1% | +187.7% |
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 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