+260.0%
WPM vs CAPR
+87.6%
+172.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.1% |
| 7D | +7.0% | -9.5% | +16.5% | +7.1% |
| 30D | +15.7% | +121.5% | -105.8% | +15.3% |
| 3M | +35.2% | -65.4% | +100.6% | +35.4% |
| 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% | +45.6% |
| 3Y | +276.3% | +43.4% | +232.9% | +256.0% |
| 5Y | +260.0% | +86.0% | +174.0% | +217.2% |
| All | +260.0% | +87.6% | +172.4% | +217.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling