+46.2%
WM vs WPM
+212.7%
-166.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.1% |
| 7D | +1.2% | +16.9% | -15.7% | +1.0% |
| 30D | +13.1% | +2.0% | +11.1% | +13.0% |
| 3M | +3.6% | +8.9% | -5.3% | +3.3% |
| 6M | +8.1% | +1.6% | +6.5% | +8.3% |
| YTD | +8.9% | +16.5% | -7.6% | +7.2% |
| 1Y | +20.3% | +42.2% | -21.9% | +16.0% |
| 3Y | +46.2% | +213.3% | -167.1% | +37.6% |
| All | +46.2% | +212.7% | -166.6% | +37.6% |
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