+25.2%
WPM vs FIVE
+62.8%
-37.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | -0.5% | +2.4% | -2.9% | -1.0% |
| 30D | -3.1% | +15.8% | -19.0% | -5.4% |
| 3M | -2.2% | +3.8% | -5.9% | -3.1% |
| 6M | -7.4% | +18.5% | -25.9% | -10.3% |
| YTD | +12.6% | +31.2% | -18.6% | +11.1% |
| All | +25.2% | +62.8% | -37.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling