+5,214.4%
WPM vs EL
+669.3%
+4,545.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.1% |
| 7D | +16.4% | +7.6% | +8.7% | +14.3% |
| 30D | -1.5% | +15.7% | -17.1% | -5.2% |
| 3M | +2.6% | +30.5% | -28.0% | -4.4% |
| 6M | -1.3% | +32.5% | -33.9% | -8.8% |
| YTD | +16.8% | +9.4% | +7.3% | +12.0% |
| 1Y | +34.1% | +28.4% | +5.8% | +23.4% |
| 3Y | +225.1% | +4.4% | +220.7% | +197.5% |
| 5Y | +234.5% | -64.5% | +299.0% | +307.5% |
| 10Y | +674.1% | +64.9% | +609.2% | +405.1% |
| All | +5,214.4% | +669.3% | +4,545.1% | +1,539.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling