+279.7%
WPM vs ES
+32.6%
+247.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +26.4% | -2.0% | +28.3% | +26.9% |
| 3M | +20.8% | +1.7% | +19.2% | +19.9% |
| 6M | +1.1% | -3.5% | +4.7% | +1.7% |
| YTD | +32.5% | +7.9% | +24.6% | +29.5% |
| 1Y | +51.5% | +17.2% | +34.4% | +43.6% |
| All | +279.7% | +32.6% | +247.1% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling