+1,245.6%
WM vs WPM
+5,967.5%
-4,721.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | -2.4% | +26.4% | -28.7% | -4.5% |
| 3M | +0.4% | +20.8% | -20.4% | -1.6% |
| 6M | -9.5% | +1.1% | -10.6% | -10.2% |
| YTD | +0.5% | +32.5% | -32.0% | -3.1% |
| 1Y | -1.1% | +51.5% | -52.6% | -6.1% |
| 3Y | +46.0% | +267.0% | -221.0% | +26.8% |
| 5Y | +51.8% | +250.1% | -198.3% | +31.2% |
| 10Y | +307.5% | +540.4% | -232.8% | +223.4% |
| All | +1,245.6% | +5,967.5% | -4,721.9% | +716.6% |
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 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