+5,420.5%
WPM vs EFV
+256.4%
+5,164.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +7.0% | +1.0% | +6.0% | +6.2% |
| 30D | +15.7% | +0.2% | +15.6% | +15.7% |
| 3M | +35.2% | +9.6% | +25.6% | +26.1% |
| 6M | +6.1% | +14.0% | -7.9% | -3.4% |
| YTD | +32.6% | +18.5% | +14.1% | +17.5% |
| 1Y | +46.9% | +27.9% | +19.0% | +22.7% |
| 3Y | +276.3% | +92.4% | +183.9% | +127.9% |
| 5Y | +260.0% | +97.2% | +162.8% | +112.9% |
| 10Y | +508.5% | +163.0% | +345.5% | +165.3% |
| All | +5,420.5% | +256.4% | +5,164.2% | +1,585.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling