+5,202.4%
WPM vs ES
+594.2%
+4,608.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +4.2% |
| 7D | +16.9% | +1.9% | +15.0% | +16.0% |
| 30D | +2.0% | +7.1% | -5.1% | -1.3% |
| 3M | +8.9% | -1.9% | +10.9% | +9.5% |
| 6M | +1.6% | +4.4% | -2.8% | -1.0% |
| YTD | +16.5% | +7.3% | +9.2% | +12.0% |
| 1Y | +42.2% | +2.1% | +40.1% | +38.9% |
| 3Y | +213.3% | +41.8% | +171.5% | +155.8% |
| 5Y | +249.9% | +1.4% | +248.5% | +231.0% |
| 10Y | +549.4% | +86.8% | +462.6% | +297.5% |
| All | +5,202.4% | +594.2% | +4,608.1% | +1,237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling