+22.8%
WPM vs CAPR
+65.7%
-42.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.7% | +5.9% | -2.7% |
| 7D | -0.5% | +19.1% | -19.6% | -0.6% |
| 30D | -3.1% | +48.8% | -51.9% | -3.3% |
| 3M | -2.2% | +144.4% | -146.5% | -2.5% |
| 6M | -7.4% | -67.5% | +60.1% | -7.4% |
| YTD | +12.6% | -64.5% | +77.2% | +12.6% |
| 1Y | +22.8% | +74.4% | -51.6% | +23.3% |
| All | +22.8% | +65.7% | -42.9% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling