+5,202.4%
WPM vs COO
+312.8%
+4,889.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.4% |
| 7D | +16.9% | +4.7% | +12.2% | +15.7% |
| 30D | +2.0% | +13.9% | -11.9% | -1.4% |
| 3M | +8.9% | -14.9% | +23.9% | +13.0% |
| 6M | +1.6% | +2.0% | -0.4% | -0.2% |
| YTD | +16.5% | -23.9% | +40.4% | +23.7% |
| 1Y | +42.2% | -9.6% | +51.8% | +44.3% |
| 3Y | +213.3% | -25.4% | +238.7% | +226.0% |
| 5Y | +249.9% | -41.2% | +291.1% | +282.5% |
| 10Y | +549.4% | +42.1% | +507.3% | +427.2% |
| All | +5,202.4% | +312.8% | +4,889.6% | +1,975.2% |
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