+51.5%
WPM vs EFV
+30.7%
+20.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -0.8% |
| 7D | +1.1% | +1.5% | -0.4% | -1.7% |
| 30D | +26.4% | +1.7% | +24.6% | +22.6% |
| 3M | +20.8% | +8.6% | +12.2% | +4.3% |
| 6M | +1.1% | +11.7% | -10.6% | -15.9% |
| YTD | +32.5% | +19.3% | +13.2% | +1.4% |
| 1Y | +51.5% | +30.2% | +21.3% | +3.2% |
| All | +51.5% | +30.7% | +20.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling