+1,667.8%
WPM vs CAPR
-99.1%
+1,766.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.1% |
| 7D | +1.1% | -2.0% | +3.1% | +1.1% |
| 30D | +26.4% | +139.2% | -112.8% | +24.6% |
| 3M | +20.8% | -66.4% | +87.2% | +21.4% |
| 6M | +1.1% | -63.1% | +64.3% | +1.5% |
| YTD | +32.5% | -67.4% | +99.9% | +33.0% |
| 1Y | +51.5% | +58.2% | -6.7% | +44.5% |
| 3Y | +267.0% | +42.2% | +224.8% | +242.4% |
| 5Y | +250.1% | +87.3% | +162.9% | +221.9% |
| 10Y | +540.4% | -75.3% | +615.6% | +464.1% |
| All | +1,667.8% | -99.1% | +1,766.8% | +1,337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling