+1,454.8%
WPM vs CAPR
-99.1%
+1,553.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.7% | +2.8% |
| 7D | +16.9% | +41.1% | -24.1% | +16.4% |
| 30D | +2.0% | +11.1% | -9.2% | +1.8% |
| 3M | +8.9% | +115.3% | -106.4% | +7.5% |
| 6M | +1.6% | -73.8% | +75.4% | +2.3% |
| YTD | +16.5% | -68.8% | +85.3% | +17.0% |
| 1Y | +42.2% | +43.3% | -1.1% | +35.9% |
| 3Y | +213.3% | +214.7% | -1.4% | +188.5% |
| 5Y | +249.9% | +141.3% | +108.6% | +220.1% |
| 10Y | +549.4% | -67.0% | +616.4% | +468.4% |
| All | +1,454.8% | -99.1% | +1,553.9% | +1,163.9% |
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