+5,013.3%
WPM vs EL
+657.9%
+4,355.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -3.6% | +1.5% | -5.1% | -3.9% |
| 30D | +1.4% | +10.0% | -8.6% | -1.1% |
| 3M | -0.2% | +28.4% | -28.6% | -6.5% |
| 6M | -7.3% | +37.1% | -44.4% | -15.0% |
| YTD | +12.3% | +7.8% | +4.5% | +8.1% |
| 1Y | +24.9% | +26.0% | -1.1% | +15.4% |
| 3Y | +210.4% | +3.8% | +206.5% | +184.3% |
| 5Y | +210.4% | -65.2% | +275.5% | +280.1% |
| 10Y | +731.7% | +62.1% | +669.5% | +445.3% |
| All | +5,013.3% | +657.9% | +4,355.4% | +1,483.8% |
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