+5,928.6%
WPM vs COO
+360.7%
+5,567.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.7% |
| 3M | +20.8% | +12.2% | +8.6% | +16.6% |
| 6M | +1.1% | -15.1% | +16.2% | +4.9% |
| YTD | +32.5% | -15.1% | +47.5% | +37.4% |
| 1Y | +51.5% | +2.3% | +49.2% | +49.4% |
| 3Y | +267.0% | -23.7% | +290.7% | +281.9% |
| 5Y | +250.1% | -38.9% | +289.1% | +280.7% |
| 10Y | +540.4% | +49.9% | +490.4% | +416.7% |
| All | +5,928.6% | +360.7% | +5,567.9% | +2,205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling