+46.9%
WPM vs CAPR
+35.6%
+11.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.1% |
| 7D | +7.0% | -9.5% | +16.5% | +7.0% |
| 30D | +15.7% | +121.5% | -105.8% | +15.5% |
| 3M | +35.2% | -65.4% | +100.6% | +35.3% |
| 6M | +6.1% | -67.5% | +73.6% | +6.2% |
| YTD | +32.6% | -68.6% | +101.2% | +32.7% |
| 1Y | +46.9% | +42.7% | +4.2% | +43.8% |
| All | +46.9% | +35.6% | +11.3% | +43.8% |
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