+1,358.1%
WM vs WPM
+5,236.6%
-3,878.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.3% |
| 7D | +1.2% | +16.9% | -15.7% | -0.2% |
| 30D | +13.1% | +2.0% | +11.1% | +12.7% |
| 3M | +3.6% | +8.9% | -5.3% | +2.5% |
| 6M | +8.1% | +1.6% | +6.5% | +7.1% |
| YTD | +8.9% | +16.5% | -7.6% | +6.0% |
| 1Y | +20.3% | +42.2% | -21.9% | +14.8% |
| 3Y | +46.2% | +213.3% | -167.1% | +28.4% |
| 5Y | +59.9% | +249.9% | -190.0% | +37.9% |
| 10Y | +345.6% | +549.4% | -203.8% | +252.3% |
| All | +1,358.1% | +5,236.6% | -3,878.4% | +792.9% |
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 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