+46.9%
WPM vs FIVE
+65.4%
-18.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | +7.0% | +3.7% | +3.4% | +6.4% |
| 30D | +15.7% | +4.0% | +11.8% | +14.9% |
| 3M | +35.2% | +36.2% | -1.0% | +29.9% |
| 6M | +6.1% | +18.0% | -11.9% | +4.4% |
| YTD | +32.6% | +34.9% | -2.3% | +28.7% |
| 1Y | +46.9% | +67.9% | -21.0% | +37.7% |
| All | +46.9% | +65.4% | -18.5% | +37.7% |
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