+260.8%
WPM vs COO
-38.8%
+299.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +1.1% | -2.2% | +3.3% | +1.7% |
| 30D | +26.4% | -7.0% | +33.4% | +28.6% |
| 3M | +20.8% | +12.2% | +8.6% | +16.5% |
| 6M | +1.1% | -15.1% | +16.2% | +5.5% |
| YTD | +32.5% | -15.1% | +47.5% | +38.1% |
| 1Y | +51.5% | +2.3% | +49.2% | +49.9% |
| 3Y | +267.0% | -23.7% | +290.7% | +284.5% |
| All | +260.8% | -38.8% | +299.6% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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