+5,997.9%
WPM vs BG
+200.3%
+5,797.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.9% | +0.5% | +3.4% | +3.6% |
| 30D | +17.7% | +10.3% | +7.4% | +13.0% |
| 3M | +39.4% | -1.9% | +41.3% | +38.9% |
| 6M | +6.4% | +5.2% | +1.2% | +2.7% |
| YTD | +34.0% | +41.2% | -7.2% | +15.9% |
| 1Y | +50.5% | +50.5% | 0.0% | +26.2% |
| 3Y | +280.3% | +19.9% | +260.4% | +237.8% |
| 5Y | +266.3% | +86.7% | +179.6% | +160.4% |
| 10Y | +550.8% | +167.5% | +383.3% | +238.9% |
| All | +5,997.9% | +200.3% | +5,797.6% | +2,399.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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