+1,909.1%
WPM vs BR
+1,286.0%
+623.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.9% |
| 7D | +7.0% | -5.9% | +13.0% | +9.3% |
| 30D | +15.7% | +1.9% | +13.8% | +15.0% |
| 3M | +35.2% | +14.7% | +20.6% | +28.2% |
| 6M | +6.1% | -12.8% | +18.9% | +10.2% |
| YTD | +32.6% | -23.0% | +55.6% | +43.2% |
| 1Y | +46.9% | -31.7% | +78.6% | +65.6% |
| 3Y | +276.3% | -4.8% | +281.1% | +269.5% |
| 5Y | +260.0% | +7.8% | +252.2% | +231.6% |
| 10Y | +508.5% | +184.1% | +324.5% | +250.5% |
| All | +1,909.1% | +1,286.0% | +623.1% | +375.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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