+266.3%
WPM vs EL
-68.4%
+334.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +1.5% |
| 7D | +3.9% | -2.4% | +6.2% | +4.3% |
| 30D | +17.7% | +13.7% | +4.0% | +15.2% |
| 3M | +39.4% | +14.5% | +24.9% | +36.3% |
| 6M | +6.4% | +7.4% | -1.0% | +4.5% |
| YTD | +34.0% | -4.7% | +38.7% | +33.5% |
| 1Y | +50.5% | +12.9% | +37.6% | +46.2% |
| 3Y | +280.3% | -32.2% | +312.5% | +296.6% |
| 5Y | +266.3% | -68.4% | +334.7% | +325.0% |
| All | +266.3% | -68.4% | +334.7% | +325.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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